+29.5%
CL vs ONON
-20.9%
+50.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -2.2% | -3.0% | +0.8% | -2.1% |
| 30D | -4.8% | -26.7% | +21.9% | -4.5% |
| 3M | +4.9% | -25.3% | +30.2% | +5.2% |
| 6M | -5.7% | -35.3% | +29.5% | -5.4% |
| YTD | +14.4% | -39.8% | +54.2% | +14.8% |
| 1Y | +8.7% | -39.2% | +48.0% | +9.2% |
| 3Y | +30.0% | -4.2% | +34.2% | +29.1% |
| All | +29.5% | -20.9% | +50.5% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling