+1,284.2%
CLS vs AON
-6.9%
+1,291.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | -0.1% |
| 7D | +20.1% | -7.9% | +28.0% | +16.9% |
| 30D | +6.0% | -14.6% | +20.7% | +1.1% |
| 3M | -10.3% | -7.9% | -2.4% | -11.8% |
| 6M | +24.5% | -8.0% | +32.5% | +23.4% |
| YTD | +12.9% | -13.2% | +26.1% | +11.9% |
| 1Y | +36.7% | -16.4% | +53.1% | +36.3% |
| All | +1,284.2% | -6.9% | +1,291.1% | +1,270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling