+26.5%
ON vs CL
+40.8%
-14.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.7% |
| 7D | +3.3% | -0.8% | +4.1% | +3.1% |
| 30D | -3.1% | +9.5% | -12.7% | -1.2% |
| 3M | -9.2% | +6.8% | -16.0% | -7.7% |
| 6M | -31.4% | +14.3% | -45.6% | -29.5% |
| YTD | +36.0% | +27.0% | +9.0% | +40.7% |
| 1Y | +52.0% | +26.3% | +25.7% | +57.3% |
| 3Y | +9.3% | +39.3% | -30.0% | +10.2% |
| 5Y | +26.5% | +41.5% | -15.0% | +25.5% |
| All | +26.5% | +40.8% | -14.3% | +25.5% |
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