+629.3%
ON vs CAH
+294.8%
+334.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.7% |
| 7D | +2.4% | -5.1% | +7.5% | +4.2% |
| 30D | -8.6% | +0.2% | -8.8% | -8.7% |
| 3M | -34.3% | +6.3% | -40.6% | -36.2% |
| 6M | +28.5% | +9.4% | +19.1% | +23.2% |
| YTD | +40.6% | +15.0% | +25.7% | +31.8% |
| 1Y | +55.3% | +55.4% | -0.1% | +28.5% |
| 3Y | -22.2% | +173.8% | -196.0% | -50.8% |
| 5Y | +62.4% | +395.2% | -332.8% | -22.3% |
| All | +629.3% | +294.8% | +334.5% | +251.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling