+556.1%
ON vs CNH
+113.9%
+442.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +4.5% |
| 7D | +3.3% | +6.7% | -3.3% | -0.8% |
| 30D | -3.1% | +7.2% | -10.3% | -7.8% |
| 3M | -9.2% | +17.5% | -26.7% | -20.4% |
| 6M | -31.4% | +15.0% | -46.3% | -39.7% |
| YTD | +36.0% | +36.8% | -0.8% | +4.6% |
| 1Y | +52.0% | +27.6% | +24.4% | +22.2% |
| 3Y | +9.3% | +34.3% | -25.1% | -17.3% |
| 5Y | +26.5% | -12.2% | +38.7% | +24.4% |
| 10Y | +556.1% | +113.9% | +442.3% | +239.4% |
| All | +556.1% | +113.9% | +442.3% | +239.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling