+3,682.3%
CLS vs AON
+9.3%
+3,673.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.1% |
| 7D | +20.1% | -7.9% | +28.0% | +20.0% |
| 30D | +6.0% | -14.6% | +20.7% | +6.0% |
| 3M | -10.3% | -7.9% | -2.4% | -10.5% |
| 6M | +24.5% | -8.0% | +32.5% | +24.2% |
| YTD | +12.9% | -13.2% | +26.1% | +13.4% |
| 1Y | +36.7% | -16.4% | +53.1% | +38.2% |
| 3Y | +1,328.1% | -6.7% | +1,334.7% | +1,265.3% |
| 5Y | +3,682.3% | +8.0% | +3,674.3% | +2,873.8% |
| All | +3,682.3% | +9.3% | +3,673.0% | +2,873.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling