+591.8%
ON vs CRL
+244.4%
+347.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.4% |
| 7D | -1.9% | -4.6% | +2.7% | +0.8% |
| 30D | -11.0% | +0.5% | -11.5% | -11.5% |
| 3M | -39.3% | +46.6% | -85.9% | -52.8% |
| 6M | +19.8% | +57.3% | -37.4% | -13.8% |
| YTD | +31.1% | +39.5% | -8.5% | +0.2% |
| 1Y | +46.0% | +76.9% | -30.9% | -5.6% |
| 3Y | -27.5% | +39.4% | -66.9% | -49.4% |
| 5Y | +56.9% | -37.2% | +94.1% | +84.9% |
| 10Y | +591.8% | +253.4% | +338.4% | +145.8% |
| All | +591.8% | +244.4% | +347.4% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling