-27.4%
ON vs CRL
+37.9%
-65.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.8% | -3.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -12.4% | +5.0% | -17.4% | -14.2% |
| 3M | -41.2% | +50.6% | -91.8% | -51.3% |
| 6M | +25.0% | +60.9% | -35.9% | -1.9% |
| YTD | +31.3% | +40.7% | -9.5% | +9.2% |
| 1Y | +45.4% | +73.3% | -27.9% | +7.2% |
| 3Y | -27.4% | +40.6% | -68.0% | -47.6% |
| All | -27.4% | +37.9% | -65.3% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling