-23.3%
ONON vs CLX
-38.5%
+15.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | -5.3% | -5.9% | +0.5% | -3.7% |
| 30D | -13.1% | -17.0% | +3.9% | -8.6% |
| 3M | -29.3% | -9.6% | -19.8% | -27.4% |
| 6M | -34.5% | -21.5% | -13.0% | -30.7% |
| YTD | -42.2% | -8.8% | -33.4% | -40.9% |
| 1Y | -37.3% | -24.7% | -12.7% | -33.1% |
| 3Y | -9.3% | -35.6% | +26.4% | -1.4% |
| All | -23.3% | -38.5% | +15.2% | -24.3% |
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