+591.8%
ON vs CCL
-42.2%
+634.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.7% |
| 7D | -1.9% | -4.4% | +2.5% | -0.1% |
| 30D | -11.0% | -18.2% | +7.2% | -3.6% |
| 3M | -39.3% | -17.7% | -21.6% | -34.8% |
| 6M | +19.8% | -13.0% | +32.8% | +24.3% |
| YTD | +31.1% | -24.5% | +55.6% | +43.0% |
| 1Y | +46.0% | -26.9% | +72.9% | +60.4% |
| 3Y | -27.5% | +50.8% | -78.3% | -43.2% |
| 5Y | +56.9% | -0.9% | +57.8% | +32.3% |
| 10Y | +591.8% | -41.7% | +633.5% | +562.6% |
| All | +591.8% | -42.2% | +634.0% | +562.6% |
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