+556.1%
ON vs CL
+83.5%
+472.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | -3.1% | +9.5% | -12.7% | -4.3% |
| 3M | -9.2% | +6.8% | -16.0% | -10.1% |
| 6M | -31.4% | +14.3% | -45.6% | -33.3% |
| YTD | +36.0% | +26.3% | +9.7% | +28.9% |
| 1Y | +52.0% | +25.6% | +26.5% | +44.1% |
| 3Y | +9.3% | +38.5% | -29.2% | -2.3% |
| 5Y | +26.5% | +40.7% | -14.2% | +10.8% |
| 10Y | +556.1% | +83.1% | +473.1% | +420.2% |
| All | +556.1% | +83.5% | +472.6% | +420.2% |
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