+28.4%
CL vs ONON
-24.2%
+52.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.4% |
| 7D | -2.3% | -3.5% | +1.2% | -2.3% |
| 30D | -5.5% | -30.8% | +25.3% | -5.1% |
| 3M | +0.8% | -29.8% | +30.7% | +1.2% |
| 6M | -4.2% | -34.8% | +30.6% | -3.8% |
| YTD | +13.4% | -42.3% | +55.7% | +13.9% |
| 1Y | +7.1% | -39.5% | +46.6% | +7.5% |
| 3Y | +29.0% | -9.3% | +38.3% | +28.2% |
| All | +28.4% | -24.2% | +52.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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