+2,953.7%
CLS vs AON
+209.9%
+2,743.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | +5.0% | -5.9% | +10.8% | +6.6% |
| 30D | +4.8% | -13.7% | +18.4% | +8.6% |
| 3M | -10.4% | -8.3% | -2.1% | -9.3% |
| 6M | +20.8% | -3.6% | +24.4% | +19.3% |
| YTD | +10.0% | -12.4% | +22.4% | +11.1% |
| 1Y | +28.5% | -14.6% | +43.2% | +30.2% |
| 3Y | +1,292.2% | -5.7% | +1,297.9% | +1,210.8% |
| 5Y | +3,616.8% | +9.1% | +3,607.7% | +3,058.5% |
| All | +2,953.7% | +209.9% | +2,743.8% | +1,693.3% |
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