-6.2%
ONON vs CNH
-11.0%
+4.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | -0.9% |
| 7D | -10.1% | +6.7% | -16.8% | -13.2% |
| 30D | -1.8% | +7.2% | -9.0% | -5.6% |
| 3M | +12.3% | +17.5% | -5.2% | +0.6% |
| 6M | +2.0% | +15.0% | -13.0% | -9.6% |
| YTD | -25.3% | +36.8% | -62.1% | -41.4% |
| 1Y | -1.3% | +27.6% | -29.0% | -19.2% |
| 3Y | +29.0% | +34.3% | -5.3% | -5.3% |
| 5Y | -6.2% | -12.2% | +6.0% | -6.5% |
| All | -6.2% | -11.0% | +4.7% | -6.5% |
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 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