+58.5%
ON vs CRL
-37.4%
+95.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.8% | -3.2% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | -12.4% | +5.0% | -17.4% | -14.5% |
| 3M | -41.2% | +50.6% | -91.8% | -52.4% |
| 6M | +25.0% | +60.9% | -35.9% | -4.6% |
| YTD | +31.3% | +40.7% | -9.5% | +6.3% |
| 1Y | +45.4% | +73.3% | -27.9% | +4.1% |
| 3Y | -27.4% | +40.6% | -68.0% | -45.1% |
| 5Y | +58.5% | -37.0% | +95.5% | +50.9% |
| All | +58.5% | -37.4% | +95.9% | +50.9% |
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 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