+56.9%
ON vs CLX
-37.0%
+93.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.1% |
| 7D | -1.9% | -4.9% | +3.1% | -1.7% |
| 30D | -11.0% | -15.8% | +4.8% | -10.4% |
| 3M | -39.3% | -7.9% | -31.4% | -39.2% |
| 6M | +19.8% | -19.0% | +38.9% | +22.0% |
| YTD | +31.1% | -7.9% | +39.0% | +31.7% |
| 1Y | +46.0% | -25.4% | +71.4% | +50.4% |
| 3Y | -27.5% | -35.0% | +7.5% | -24.9% |
| 5Y | +56.9% | -36.8% | +93.7% | +51.4% |
| All | +56.9% | -37.0% | +93.9% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling