+54.8%
ON vs CNH
+29.2%
+25.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.1% | -0.7% |
| 7D | +2.4% | +23.3% | -20.8% | -6.7% |
| 30D | -3.3% | +33.5% | -36.7% | -15.5% |
| 3M | -43.6% | +32.7% | -76.3% | -50.9% |
| 6M | +19.0% | +22.2% | -3.2% | +7.4% |
| YTD | +37.4% | +57.7% | -20.3% | +6.8% |
| 1Y | +54.8% | +28.0% | +26.8% | +38.9% |
| All | +54.8% | +29.2% | +25.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling