+58.8%
CNH vs ONTO
+695.7%
-636.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.4% | -6.8% |
| 7D | +8.8% | +9.7% | -0.9% | +6.1% |
| 30D | +24.7% | -8.8% | +33.5% | +26.6% |
| 3M | +27.3% | +4.5% | +22.8% | +21.5% |
| 6M | +23.2% | +56.4% | -33.3% | +3.9% |
| YTD | +48.9% | +78.1% | -29.1% | +20.3% |
| 1Y | +19.4% | +171.3% | -151.9% | -15.8% |
| 3Y | +7.8% | +118.7% | -110.9% | -30.1% |
| 5Y | +8.7% | +269.4% | -260.7% | -47.4% |
| All | +58.8% | +695.7% | -636.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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