+516.0%
ON vs CL
+76.2%
+439.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.7% | +9.0% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -10.9% | +11.6% | -22.4% | -12.2% |
| 3M | -14.9% | +5.6% | -20.5% | -15.6% |
| 6M | -33.0% | +13.2% | -46.2% | -34.9% |
| YTD | +27.6% | +26.9% | +0.7% | +20.7% |
| 1Y | +44.5% | +27.3% | +17.2% | +36.4% |
| 3Y | +7.4% | +39.7% | -32.3% | -4.3% |
| 5Y | +18.7% | +41.3% | -22.6% | +3.8% |
| 10Y | +516.0% | +76.3% | +439.7% | +396.0% |
| All | +516.0% | +76.2% | +439.8% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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