+54.8%
ON vs CAH
+65.8%
-11.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +0.9% |
| 7D | +2.4% | +5.4% | -2.9% | +3.4% |
| 30D | -3.3% | +3.3% | -6.6% | -2.7% |
| 3M | -43.6% | +22.8% | -66.4% | -42.1% |
| 6M | +19.0% | +11.3% | +7.7% | +20.6% |
| YTD | +37.4% | +21.1% | +16.2% | +41.3% |
| 1Y | +54.8% | +67.2% | -12.5% | +67.0% |
| All | +54.8% | +65.8% | -11.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling