+838.1%
CLS vs AON
+3.5%
+834.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -4.7% |
| 7D | +16.3% | +1.0% | +15.2% | +16.9% |
| 30D | -25.7% | +23.2% | -48.8% | -18.3% |
| 3M | -30.9% | -5.0% | -25.8% | -30.6% |
| 6M | -35.5% | +9.3% | -44.8% | -31.4% |
| YTD | -18.7% | -3.4% | -15.3% | -14.7% |
| 1Y | -17.9% | -2.9% | -15.0% | -13.8% |
| 3Y | +838.1% | +3.6% | +834.4% | +865.4% |
| All | +838.1% | +3.5% | +834.6% | +865.4% |
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 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