+516.0%
ON vs CNH
+134.0%
+382.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +10.9% | -1.7% | +2.0% |
| 7D | -1.4% | +8.6% | -10.0% | -6.4% |
| 30D | -10.9% | +12.6% | -23.4% | -17.8% |
| 3M | -14.9% | +17.5% | -32.4% | -25.2% |
| 6M | -33.0% | +18.1% | -51.1% | -42.1% |
| YTD | +27.6% | +40.4% | -12.8% | -3.3% |
| 1Y | +44.5% | +34.0% | +10.5% | +12.5% |
| 3Y | +7.4% | +35.3% | -27.9% | -18.9% |
| 5Y | +18.7% | -5.1% | +23.8% | +10.7% |
| 10Y | +516.0% | +124.0% | +391.9% | +225.6% |
| All | +516.0% | +134.0% | +382.0% | +225.6% |
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