+523.3%
ON vs CRL
+350.3%
+173.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | +12.2% | +0.1% | +12.1% | +12.2% |
| 30D | -3.1% | +11.9% | -15.0% | -9.8% |
| 3M | -12.9% | +20.2% | -33.0% | -22.6% |
| 6M | -38.6% | +107.5% | -146.1% | -62.0% |
| YTD | +31.2% | +69.4% | -38.2% | -11.4% |
| 1Y | +47.6% | +99.7% | -52.1% | -10.6% |
| 3Y | +6.6% | +98.8% | -92.2% | -41.7% |
| 5Y | +21.3% | -12.4% | +33.7% | +16.1% |
| All | +523.3% | +350.3% | +173.1% | +75.9% |
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