+45.4%
ON vs CNH
+20.6%
+24.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.6% | +1.1% | -2.1% |
| 7D | -2.2% | +8.8% | -11.0% | -5.8% |
| 30D | -12.4% | +24.7% | -37.1% | -21.2% |
| 3M | -41.2% | +27.3% | -68.5% | -48.1% |
| 6M | +25.0% | +23.2% | +1.8% | +11.4% |
| YTD | +31.3% | +48.9% | -17.7% | +4.7% |
| 1Y | +45.4% | +19.4% | +26.0% | +35.1% |
| All | +45.4% | +20.6% | +24.9% | +35.1% |
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