-24.5%
ON vs CNH
+12.3%
-36.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.1% | -1.3% |
| 7D | +2.4% | +23.3% | -20.8% | -9.5% |
| 30D | -3.3% | +33.5% | -36.7% | -19.0% |
| 3M | -43.6% | +32.7% | -76.3% | -53.0% |
| 6M | +19.0% | +22.2% | -3.2% | +3.6% |
| YTD | +37.4% | +57.7% | -20.3% | +1.2% |
| 1Y | +54.8% | +28.0% | +26.8% | +29.9% |
| All | -24.5% | +12.3% | -36.8% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling