+12.8%
CNH vs ONTO
+104.0%
-91.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.1% | +3.1% |
| 7D | +23.3% | -1.0% | +24.3% | +23.4% |
| 30D | +33.5% | -2.9% | +36.4% | +33.2% |
| 3M | +32.7% | -2.5% | +35.2% | +30.8% |
| 6M | +22.2% | +28.2% | -6.0% | +14.5% |
| YTD | +57.7% | +69.8% | -12.1% | +41.3% |
| 1Y | +28.0% | +162.9% | -134.9% | +6.5% |
| All | +12.8% | +104.0% | -91.3% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling