+535.7%
ON vs CCL
-28.6%
+564.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -4.1% | +5.8% | -9.9% | -6.2% |
| 30D | -10.2% | +17.3% | -27.5% | -15.9% |
| 3M | -12.7% | +11.3% | -24.1% | -17.0% |
| 6M | -32.5% | +18.5% | -51.0% | -38.0% |
| YTD | +28.6% | +2.8% | +25.8% | +23.1% |
| 1Y | +43.4% | +16.7% | +26.7% | +29.6% |
| 3Y | +3.3% | +146.0% | -142.7% | -33.6% |
| 5Y | +22.5% | +33.6% | -11.1% | -8.7% |
| 10Y | +535.7% | -29.4% | +565.1% | +394.9% |
| All | +535.7% | -28.6% | +564.3% | +394.9% |
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