+36.0%
ON vs CAI
-14.7%
+50.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -3.2% |
| 7D | +12.2% | -8.7% | +20.9% | +13.3% |
| 30D | -3.1% | -23.8% | +20.7% | +0.1% |
| 3M | -12.9% | +3.9% | -16.8% | -12.2% |
| 6M | -38.6% | +56.8% | -95.4% | -40.3% |
| YTD | +31.2% | -14.6% | +45.8% | +35.7% |
| 1Y | +47.6% | -5.2% | +52.8% | +51.2% |
| All | +36.0% | -14.7% | +50.6% | +45.7% |
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