-27.4%
ON vs CCL
+55.0%
-82.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.9% |
| 7D | -2.2% | -0.1% | -2.0% | -2.1% |
| 30D | -12.4% | -20.0% | +7.5% | -3.9% |
| 3M | -41.2% | -13.7% | -27.6% | -38.0% |
| 6M | +25.0% | -9.0% | +34.0% | +26.9% |
| YTD | +31.3% | -22.8% | +54.1% | +42.2% |
| 1Y | +45.4% | -25.3% | +70.7% | +58.7% |
| 3Y | -27.4% | +54.1% | -81.5% | -42.6% |
| All | -27.4% | +55.0% | -82.4% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling