-21.7%
ONON vs CLX
-39.2%
+17.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | -2.1% | -5.7% | +3.6% | -0.5% |
| 30D | -11.6% | -17.0% | +5.4% | -7.0% |
| 3M | -30.1% | -9.7% | -20.4% | -28.1% |
| 6M | -30.5% | -19.8% | -10.7% | -26.7% |
| YTD | -41.0% | -9.8% | -31.2% | -39.5% |
| 1Y | -36.7% | -26.2% | -10.5% | -32.1% |
| 3Y | -8.6% | -36.2% | +27.6% | -0.4% |
| All | -21.7% | -39.2% | +17.5% | -22.5% |
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