+7.8%
ON vs CRL
-10.4%
+18.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | -3.1% |
| 7D | -11.7% | -6.1% | -5.6% | -9.2% |
| 30D | -23.3% | +12.4% | -35.7% | -27.6% |
| 3M | -19.2% | +27.1% | -46.3% | -28.4% |
| 6M | -40.1% | +85.7% | -125.9% | -57.1% |
| YTD | +16.9% | +69.2% | -52.3% | -14.3% |
| 1Y | +29.7% | +97.5% | -67.8% | -12.9% |
| 3Y | -4.4% | +86.1% | -90.5% | -38.7% |
| All | +7.8% | -10.4% | +18.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling