-21.7%
ONON vs CAH
+402.9%
-424.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -2.1% | -5.1% | +3.0% | -1.3% |
| 30D | -11.6% | +0.2% | -11.8% | -11.6% |
| 3M | -30.1% | +6.3% | -36.4% | -30.8% |
| 6M | -30.5% | +9.4% | -39.9% | -31.6% |
| YTD | -41.0% | +15.0% | -56.0% | -42.5% |
| 1Y | -36.7% | +55.4% | -92.1% | -42.2% |
| 3Y | -8.6% | +173.8% | -182.4% | -32.0% |
| All | -21.7% | +402.9% | -424.6% | -59.8% |
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