+43.4%
ON vs CCL
+15.9%
+27.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -4.1% | +5.8% | -9.9% | -5.6% |
| 30D | -10.2% | +17.3% | -27.5% | -14.6% |
| 3M | -12.7% | +11.3% | -24.1% | -15.6% |
| 6M | -32.5% | +18.5% | -51.0% | -36.5% |
| YTD | +28.6% | +2.8% | +25.8% | +24.1% |
| 1Y | +43.4% | +16.7% | +26.7% | +33.1% |
| All | +43.4% | +15.9% | +27.5% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling