+163.8%
ON vs CL
+524.7%
-360.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.2% |
| 7D | -11.7% | +1.3% | -13.0% | -12.2% |
| 30D | -23.3% | +11.4% | -34.6% | -26.4% |
| 3M | -19.2% | +4.4% | -23.6% | -20.9% |
| 6M | -40.1% | +10.8% | -50.9% | -43.5% |
| YTD | +16.9% | +25.1% | -8.2% | +4.8% |
| 1Y | +29.7% | +28.0% | +1.8% | +15.0% |
| 3Y | -4.4% | +37.6% | -42.0% | -20.3% |
| 5Y | +7.1% | +39.7% | -32.6% | -13.0% |
| 10Y | +447.2% | +75.8% | +371.4% | +289.4% |
| All | +163.8% | +524.7% | -360.9% | +12.3% |
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