+47.6%
ON vs CAH
+38.5%
+9.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.4% | -1.2% |
| 7D | -5.8% | +7.0% | -12.8% | -4.5% |
| 30D | -17.1% | +12.4% | -29.5% | -15.1% |
| 3M | -11.8% | +12.2% | -24.0% | -9.5% |
| 6M | -30.2% | +33.2% | -63.4% | -28.8% |
| YTD | +31.6% | +28.4% | +3.2% | +37.0% |
| 1Y | +47.6% | +35.0% | +12.5% | +62.6% |
| All | +47.6% | +38.5% | +9.0% | +62.6% |
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