+34.3%
ON vs CAI
-11.0%
+45.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.7% | -5.1% | +0.3% | -4.4% |
| 30D | -13.5% | +3.9% | -17.4% | -13.8% |
| 3M | -36.3% | +40.1% | -76.4% | -38.2% |
| 6M | +17.8% | +29.7% | -11.9% | +13.8% |
| YTD | +29.6% | -10.9% | +40.5% | +32.0% |
| 1Y | +45.8% | -28.0% | +73.8% | +50.6% |
| All | +34.3% | -11.0% | +45.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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