+163.8%
ON vs CCL
+100.7%
+63.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -11.7% | +3.1% | -14.8% | -13.0% |
| 30D | -23.3% | +13.7% | -37.0% | -27.7% |
| 3M | -19.2% | +3.8% | -23.0% | -21.2% |
| 6M | -40.1% | +9.3% | -49.4% | -43.6% |
| YTD | +16.9% | -1.1% | +18.0% | +13.0% |
| 1Y | +29.7% | +14.6% | +15.2% | +16.6% |
| 3Y | -4.4% | +146.4% | -150.8% | -42.0% |
| 5Y | +7.1% | +21.9% | -14.8% | -20.4% |
| 10Y | +447.2% | -29.4% | +476.6% | +294.5% |
| All | +163.8% | +100.7% | +63.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling