+49.7%
CNH vs ONTO
+449.2%
-399.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.0% | -1.1% | +7.9% |
| 7D | +8.6% | +1.4% | +7.2% | +7.7% |
| 30D | +12.6% | -34.1% | +46.7% | +23.2% |
| 3M | +17.5% | -37.1% | +54.6% | +28.6% |
| 6M | +18.1% | -31.8% | +49.9% | +23.0% |
| YTD | +40.4% | +22.9% | +17.5% | +22.2% |
| 1Y | +34.0% | +39.5% | -5.5% | +12.1% |
| 3Y | +35.3% | +57.7% | -22.4% | -6.6% |
| 5Y | -5.1% | +115.8% | -120.9% | -46.6% |
| All | +49.7% | +449.2% | -399.5% | -49.1% |
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