+42.4%
ON vs CL
+27.9%
+14.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.7% | +10.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.1% |
| 30D | -10.9% | +11.6% | -22.4% | -3.4% |
| 3M | -14.9% | +5.6% | -20.5% | -10.7% |
| 6M | -33.0% | +13.2% | -46.2% | -26.4% |
| YTD | +27.6% | +26.9% | +0.7% | +52.9% |
| All | +42.4% | +27.9% | +14.4% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling