+68.2%
CNH vs ONTO
+658.6%
-590.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.1% | +2.4% |
| 7D | +23.3% | -1.0% | +24.3% | +23.5% |
| 30D | +33.5% | -2.9% | +36.4% | +33.0% |
| 3M | +32.7% | -2.5% | +35.2% | +28.9% |
| 6M | +22.2% | +28.2% | -6.0% | +8.9% |
| YTD | +57.7% | +69.8% | -12.1% | +29.1% |
| 1Y | +28.0% | +162.9% | -134.9% | -8.9% |
| 3Y | +11.5% | +95.9% | -84.4% | -25.0% |
| 5Y | +11.9% | +244.5% | -232.6% | -44.7% |
| All | +68.2% | +658.6% | -590.4% | -46.2% |
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