+162.5%
ON vs CL
+538.4%
-375.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.1% | -11.5% | -11.5% |
| 7D | -16.3% | +5.9% | -22.2% | -18.0% |
| 30D | -27.0% | +13.8% | -40.8% | -30.5% |
| 3M | -18.1% | +6.4% | -24.5% | -20.3% |
| 6M | -38.6% | +15.6% | -54.3% | -42.9% |
| YTD | +16.4% | +27.9% | -11.5% | +3.5% |
| 1Y | +25.8% | +31.4% | -5.6% | +10.5% |
| 3Y | -7.7% | +41.4% | -49.1% | -23.7% |
| 5Y | +6.6% | +42.8% | -36.2% | -14.0% |
| 10Y | +444.6% | +79.7% | +364.9% | +284.7% |
| All | +162.5% | +538.4% | -375.9% | +10.9% |
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