+35.0%
CNH vs ONTO
+390.5%
-355.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.1% | -8.3% | 0.0% |
| 7D | -1.7% | -14.0% | +12.3% | +1.4% |
| 30D | -7.2% | -43.1% | +35.9% | +5.3% |
| 3M | +6.5% | -35.5% | +42.1% | +15.2% |
| 6M | +7.9% | -41.1% | +48.9% | +16.4% |
| YTD | +26.6% | +9.8% | +16.8% | +13.2% |
| 1Y | +13.8% | +31.5% | -17.8% | -3.8% |
| 3Y | +9.2% | +45.2% | -36.0% | -23.4% |
| 5Y | -15.6% | +86.7% | -102.3% | -50.6% |
| All | +35.0% | +390.5% | -355.4% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling