+209.9%
ON vs CLX
+446.5%
-236.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +2.4% | -9.2% | +11.7% | +5.3% |
| 30D | -3.3% | -11.0% | +7.8% | -0.1% |
| 3M | -43.6% | +5.0% | -48.6% | -45.3% |
| 6M | +19.0% | -18.8% | +37.8% | +24.5% |
| YTD | +37.4% | -4.4% | +41.8% | +36.3% |
| 1Y | +54.8% | -21.9% | +76.6% | +63.3% |
| 3Y | -25.2% | -32.8% | +7.6% | -18.5% |
| 5Y | +62.7% | -34.6% | +97.3% | +73.6% |
| 10Y | +574.3% | -4.7% | +579.0% | +445.2% |
| All | +209.9% | +446.5% | -236.6% | +5.0% |
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 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