+766.1%
ON vs CNH
+32.2%
+733.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.2% |
| 7D | -11.7% | -1.7% | -10.0% | -10.6% |
| 30D | -23.3% | -7.2% | -16.0% | -20.0% |
| 3M | -19.2% | +6.5% | -25.7% | -23.7% |
| 6M | -40.1% | +7.9% | -48.0% | -44.5% |
| YTD | +16.9% | +26.6% | -9.7% | -2.7% |
| 1Y | +29.7% | +13.8% | +16.0% | +14.7% |
| 3Y | -4.4% | +9.2% | -13.6% | -15.0% |
| 5Y | +7.1% | -15.6% | +22.7% | +9.3% |
| 10Y | +447.2% | +119.2% | +328.0% | +232.2% |
| All | +766.1% | +32.2% | +733.9% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling