+43.9%
CL vs ONON
-2.0%
+45.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.3% |
| 7D | +2.6% | -4.9% | +7.5% | +2.7% |
| 30D | +11.8% | -1.1% | +12.9% | +11.8% |
| 3M | +5.9% | -10.5% | +16.4% | +6.0% |
| 6M | +13.3% | -1.5% | +14.9% | +13.3% |
| YTD | +27.1% | -25.3% | +52.5% | +27.2% |
| 1Y | +28.0% | -0.7% | +28.7% | +27.8% |
| 3Y | +39.4% | +29.0% | +10.4% | +37.8% |
| 5Y | +40.8% | -6.7% | +47.5% | +37.2% |
| All | +43.9% | -2.0% | +45.9% | +40.2% |
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