+523.3%
ON vs CLX
+32.0%
+491.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.7% |
| 7D | +12.2% | +9.5% | +2.7% | +11.9% |
| 30D | -3.1% | +30.7% | -33.8% | -3.8% |
| 3M | -12.9% | +4.2% | -17.1% | -13.1% |
| 6M | -38.6% | +22.1% | -60.7% | -39.2% |
| YTD | +31.2% | +14.1% | +17.2% | +30.8% |
| 1Y | +47.6% | +10.3% | +37.3% | +47.4% |
| 3Y | +6.6% | -7.8% | +14.4% | +7.4% |
| 5Y | +21.3% | -20.8% | +42.1% | +21.6% |
| All | +523.3% | +32.0% | +491.3% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling