+190.0%
ON vs CLX
+535.2%
-345.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -4.1% | +13.6% | -17.8% | -7.6% |
| 30D | -10.2% | +29.1% | -39.3% | -16.8% |
| 3M | -12.7% | +1.6% | -14.3% | -13.5% |
| 6M | -32.5% | +18.7% | -51.3% | -37.1% |
| YTD | +28.6% | +11.1% | +17.5% | +21.8% |
| 1Y | +43.4% | +7.0% | +36.4% | +37.3% |
| 3Y | +3.3% | -10.0% | +13.3% | +2.6% |
| 5Y | +22.5% | -22.6% | +45.1% | +24.1% |
| 10Y | +535.7% | +29.3% | +506.4% | +353.6% |
| All | +190.0% | +535.2% | -345.1% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling