+42.4%
ON vs CNH
+33.2%
+9.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +10.9% | -1.7% | +4.4% |
| 7D | -1.4% | +8.6% | -10.0% | -4.8% |
| 30D | -10.9% | +12.6% | -23.4% | -15.4% |
| 3M | -14.9% | +17.5% | -32.4% | -21.1% |
| 6M | -33.0% | +18.1% | -51.1% | -38.5% |
| YTD | +27.6% | +40.4% | -12.8% | +8.2% |
| All | +42.4% | +33.2% | +9.2% | +22.8% |
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