+54.8%
ON vs CRL
+78.8%
-24.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.1% |
| 7D | +2.4% | -1.0% | +3.5% | +2.5% |
| 30D | -3.3% | +10.7% | -13.9% | -4.1% |
| 3M | -43.6% | +55.3% | -98.9% | -46.3% |
| 6M | +19.0% | +60.7% | -41.7% | +11.0% |
| YTD | +37.4% | +44.6% | -7.3% | +33.7% |
| 1Y | +54.8% | +77.7% | -23.0% | +38.8% |
| All | +54.8% | +78.8% | -24.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling