+523.3%
ON vs CCL
-32.5%
+555.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +12.2% | -1.2% | +13.4% | +12.8% |
| 30D | -3.1% | +13.1% | -16.3% | -8.0% |
| 3M | -12.9% | +3.4% | -16.2% | -14.6% |
| 6M | -38.6% | +18.7% | -57.3% | -43.7% |
| YTD | +31.2% | -2.3% | +33.5% | +28.2% |
| 1Y | +47.6% | +14.2% | +33.4% | +34.6% |
| 3Y | +6.6% | +133.6% | -127.0% | -30.0% |
| 5Y | +21.3% | +33.5% | -12.2% | -9.5% |
| All | +523.3% | -32.5% | +555.8% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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