+545.8%
ON vs CL
+84.9%
+460.9%
-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% | -4.4% |
| 3M | -9.2% | +6.8% | -16.0% | -10.1% |
| 6M | -31.4% | +14.3% | -45.6% | -33.3% |
| YTD | +36.0% | +27.0% | +9.0% | +28.7% |
| 1Y | +52.0% | +26.3% | +25.7% | +43.9% |
| 3Y | +9.3% | +39.3% | -30.0% | -2.4% |
| 5Y | +26.5% | +41.5% | -15.0% | +10.6% |
| All | +545.8% | +84.9% | +460.9% | +404.7% |
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