-20.0%
ONON vs CNH
+14.8%
-34.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.0% | -5.4% | -3.4% |
| 7D | -3.0% | +23.3% | -26.3% | -13.5% |
| 30D | -26.7% | +33.5% | -60.2% | -38.0% |
| 3M | -25.3% | +32.7% | -58.0% | -37.3% |
| 6M | -35.3% | +22.2% | -57.4% | -43.8% |
| YTD | -39.8% | +57.7% | -97.5% | -55.6% |
| 1Y | -39.2% | +28.0% | -67.2% | -49.2% |
| 3Y | -4.2% | +11.5% | -15.8% | -16.2% |
| All | -20.0% | +14.8% | -34.8% | -31.5% |
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 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