+6.6%
ON vs CL
+40.9%
-34.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -2.9% |
| 7D | +12.2% | +3.2% | +9.0% | +13.6% |
| 30D | -3.1% | +8.0% | -11.2% | +0.2% |
| 3M | -12.9% | +7.9% | -20.7% | -9.6% |
| 6M | -38.6% | +14.7% | -53.3% | -34.6% |
| YTD | +31.2% | +29.2% | +2.1% | +43.7% |
| 1Y | +47.6% | +29.5% | +18.1% | +61.9% |
| 3Y | +6.6% | +40.7% | -34.0% | +24.7% |
| All | +6.6% | +40.9% | -34.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling