+56.9%
ON vs CAH
+400.5%
-343.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.9% | -2.2% | +0.4% | -1.5% |
| 30D | -11.0% | +1.2% | -12.2% | -11.2% |
| 3M | -39.3% | +13.1% | -52.4% | -40.9% |
| 6M | +19.8% | +8.5% | +11.4% | +17.5% |
| YTD | +31.1% | +17.6% | +13.5% | +26.1% |
| 1Y | +46.0% | +60.7% | -14.7% | +29.2% |
| 3Y | -27.5% | +183.2% | -210.7% | -50.4% |
| 5Y | +56.9% | +402.2% | -345.3% | -26.7% |
| All | +56.9% | +400.5% | -343.6% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling