-23.3%
ONON vs CAH
+414.6%
-437.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.5% | -2.2% | -1.2% | -3.1% |
| 30D | -30.8% | +1.2% | -32.0% | -30.9% |
| 3M | -29.8% | +13.1% | -42.9% | -31.2% |
| 6M | -34.8% | +8.5% | -43.3% | -35.8% |
| YTD | -42.3% | +17.6% | -59.9% | -43.9% |
| 1Y | -39.5% | +60.7% | -100.2% | -45.1% |
| 3Y | -9.3% | +183.2% | -192.5% | -33.0% |
| All | -23.3% | +414.6% | -437.9% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling