+29.6%
CL vs ONON
-6.6%
+36.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.4% |
| 7D | -1.4% | -1.7% | +0.3% | -1.3% |
| 30D | -5.2% | -27.4% | +22.2% | -5.1% |
| 3M | +3.3% | -26.5% | +29.8% | +3.5% |
| 6M | -4.4% | -34.2% | +29.9% | -4.5% |
| YTD | +13.9% | -41.3% | +55.2% | +13.6% |
| 1Y | +7.6% | -39.7% | +47.3% | +7.5% |
| 3Y | +29.6% | -7.8% | +37.4% | +29.4% |
| All | +29.6% | -6.6% | +36.2% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling