+136.0%
AON vs CLBK
+66.9%
+69.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -3.2% | +1.1% | -4.4% | -3.4% |
| 30D | -11.9% | +7.8% | -19.6% | -13.3% |
| 3M | -2.9% | +23.9% | -26.7% | -7.2% |
| 6M | -6.8% | +42.3% | -49.1% | -13.7% |
| YTD | -10.1% | +65.4% | -75.5% | -19.4% |
| 1Y | -14.2% | +70.3% | -84.6% | -23.9% |
| 3Y | -3.3% | +54.5% | -57.7% | -14.3% |
| 5Y | +13.6% | +43.1% | -29.5% | -2.0% |
| All | +136.0% | +66.9% | +69.1% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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