-39.2%
ONON vs CAH
+65.8%
-105.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.4% |
| 7D | -3.0% | +5.4% | -8.4% | -2.5% |
| 30D | -26.7% | +3.3% | -30.0% | -26.4% |
| 3M | -25.3% | +22.8% | -48.1% | -23.5% |
| 6M | -35.3% | +11.3% | -46.5% | -35.2% |
| YTD | -39.8% | +21.1% | -60.9% | -37.8% |
| 1Y | -39.2% | +67.2% | -106.5% | -34.3% |
| All | -39.2% | +65.8% | -105.0% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling