-23.3%
ONON vs CNH
+10.8%
-34.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.7% |
| 7D | -3.5% | +1.8% | -5.3% | -4.5% |
| 30D | -30.8% | +32.6% | -63.4% | -41.3% |
| 3M | -29.8% | +29.4% | -59.3% | -40.4% |
| 6M | -34.8% | +26.0% | -60.8% | -44.7% |
| YTD | -42.3% | +52.2% | -94.5% | -56.7% |
| 1Y | -39.5% | +23.9% | -63.4% | -48.6% |
| 3Y | -9.3% | +10.1% | -19.4% | -20.6% |
| All | -23.3% | +10.8% | -34.1% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling