+55.3%
ON vs CLX
-25.9%
+81.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.1% | +9.6% | +8.3% |
| 7D | +2.4% | -5.7% | +8.1% | +1.1% |
| 30D | -8.6% | -17.0% | +8.4% | -12.2% |
| 3M | -34.3% | -9.7% | -24.7% | -35.0% |
| 6M | +28.5% | -19.8% | +48.4% | +29.6% |
| YTD | +40.6% | -9.8% | +50.5% | +49.0% |
| 1Y | +55.3% | -26.2% | +81.5% | +58.0% |
| All | +55.3% | -25.9% | +81.2% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling