-3.9%
ONON vs CNH
-5.1%
+1.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -10.0% | +3.0% | -13.0% | -11.5% |
| 30D | -5.3% | -0.6% | -4.7% | -5.3% |
| 3M | +6.5% | +14.6% | -8.2% | -3.6% |
| 6M | -5.0% | +11.8% | -16.7% | -14.8% |
| YTD | -27.6% | +30.4% | -58.1% | -42.0% |
| 1Y | -20.7% | +19.1% | -39.7% | -32.9% |
| 3Y | +26.6% | +30.2% | -3.6% | -6.1% |
| 5Y | -9.6% | -17.8% | +8.2% | -6.8% |
| All | -3.9% | -5.1% | +1.2% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling