+209.9%
ON vs CL
+471.0%
-261.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +2.4% | -2.2% | +4.6% | +3.2% |
| 30D | -3.3% | -4.8% | +1.5% | -1.7% |
| 3M | -43.6% | +4.9% | -48.5% | -45.4% |
| 6M | +19.0% | -5.7% | +24.7% | +19.6% |
| YTD | +37.4% | +14.4% | +23.0% | +27.7% |
| 1Y | +54.8% | +8.7% | +46.0% | +46.0% |
| 3Y | -25.2% | +30.0% | -55.1% | -36.5% |
| 5Y | +62.7% | +28.4% | +34.4% | +36.7% |
| 10Y | +574.3% | +50.1% | +524.3% | +414.2% |
| All | +209.9% | +471.0% | -261.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling