+1,914.6%
CLS vs AON
+233.0%
+1,681.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +16.3% | +1.0% | +15.2% | +16.0% |
| 30D | -25.7% | +23.2% | -48.8% | -29.7% |
| 3M | -30.9% | -5.0% | -25.8% | -30.4% |
| 6M | -35.5% | +9.3% | -44.8% | -38.4% |
| YTD | -18.7% | -3.4% | -15.3% | -20.2% |
| 1Y | -17.9% | -2.9% | -15.0% | -19.8% |
| 3Y | +838.1% | +3.6% | +834.4% | +758.5% |
| 5Y | +1,971.9% | +16.9% | +1,955.0% | +1,636.9% |
| All | +1,914.6% | +233.0% | +1,681.6% | +948.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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