+62.9%
ON vs CL
+28.4%
+34.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +0.7% |
| 7D | +2.4% | -2.2% | +4.6% | +2.0% |
| 30D | -3.3% | -4.8% | +1.5% | -4.1% |
| 3M | -43.6% | +4.9% | -48.5% | -43.3% |
| 6M | +19.0% | -5.7% | +24.7% | +18.8% |
| YTD | +37.4% | +14.4% | +23.0% | +39.0% |
| 1Y | +54.8% | +8.7% | +46.0% | +57.0% |
| 3Y | -25.2% | +30.0% | -55.1% | -26.1% |
| All | +62.9% | +28.4% | +34.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling