+535.7%
ON vs CRL
+353.6%
+182.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.9% |
| 7D | -4.1% | -1.7% | -2.4% | -3.2% |
| 30D | -10.2% | +14.6% | -24.8% | -17.5% |
| 3M | -12.7% | +24.8% | -37.6% | -24.2% |
| 6M | -32.5% | +94.7% | -127.2% | -56.7% |
| YTD | +28.6% | +73.4% | -44.8% | -14.4% |
| 1Y | +43.4% | +104.7% | -61.2% | -14.3% |
| 3Y | +3.3% | +101.1% | -97.7% | -43.8% |
| 5Y | +22.5% | -10.8% | +33.3% | +16.1% |
| 10Y | +535.7% | +358.8% | +176.9% | +79.3% |
| All | +535.7% | +353.6% | +182.1% | +79.3% |
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