+43.7%
ON vs CL
+27.5%
+16.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.8% |
| 7D | -4.1% | +2.6% | -6.7% | -2.5% |
| 30D | -10.2% | +11.8% | -22.0% | -2.6% |
| 3M | -12.7% | +5.9% | -18.7% | -8.3% |
| 6M | -32.5% | +13.3% | -45.9% | -25.8% |
| YTD | +28.6% | +27.1% | +1.4% | +54.0% |
| All | +43.7% | +27.5% | +16.3% | +72.4% |
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