+523.3%
ON vs CNH
+106.0%
+417.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +12.2% | +3.0% | +9.2% | +9.9% |
| 30D | -3.1% | -0.6% | -2.6% | -3.2% |
| 3M | -12.9% | +14.6% | -27.5% | -22.4% |
| 6M | -38.6% | +11.8% | -50.3% | -45.1% |
| YTD | +31.2% | +30.4% | +0.8% | +4.1% |
| 1Y | +47.6% | +19.1% | +28.6% | +24.3% |
| 3Y | +6.6% | +30.2% | -23.6% | -17.7% |
| 5Y | +21.3% | -17.8% | +39.1% | +24.5% |
| All | +523.3% | +106.0% | +417.3% | +228.7% |
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