+43.4%
ON vs CNH
+27.3%
+16.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +2.6% |
| 7D | -4.1% | +4.5% | -8.6% | -5.9% |
| 30D | -10.2% | +7.6% | -17.9% | -13.2% |
| 3M | -12.7% | +17.0% | -29.7% | -19.2% |
| 6M | -32.5% | +12.9% | -45.5% | -36.9% |
| YTD | +28.6% | +34.3% | -5.7% | +11.0% |
| 1Y | +43.4% | +28.5% | +14.9% | +26.0% |
| All | +43.4% | +27.3% | +16.1% | +26.0% |
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