-28.3%
ON vs CAH
+178.5%
-206.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.3% |
| 7D | -4.7% | -5.1% | +0.3% | -5.1% |
| 30D | -13.5% | -1.8% | -11.7% | -13.6% |
| 3M | -36.3% | +9.4% | -45.7% | -36.0% |
| 6M | +17.8% | +9.2% | +8.5% | +18.1% |
| YTD | +29.6% | +15.7% | +13.9% | +30.3% |
| 1Y | +45.8% | +59.7% | -13.9% | +47.5% |
| All | -28.3% | +178.5% | -206.8% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling