+214.8%
ON vs CRL
+1,379.5%
-1,164.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.7% |
| 7D | +2.4% | -1.0% | +3.5% | +2.8% |
| 30D | -3.3% | +10.7% | -13.9% | -7.8% |
| 3M | -43.6% | +55.3% | -98.9% | -54.6% |
| 6M | +19.0% | +60.7% | -41.7% | -8.1% |
| YTD | +37.4% | +44.6% | -7.3% | +10.2% |
| 1Y | +54.8% | +77.7% | -23.0% | +11.9% |
| 3Y | -25.2% | +37.6% | -62.8% | -41.5% |
| 5Y | +62.7% | -35.8% | +98.5% | +74.4% |
| 10Y | +574.3% | +241.7% | +332.6% | +265.9% |
| All | +214.8% | +1,379.5% | -1,164.7% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling