+90.6%
CHRW vs AON
+7.9%
+82.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.0% |
| 7D | +4.1% | -7.9% | +12.0% | +6.0% |
| 30D | +1.9% | -14.6% | +16.5% | +5.5% |
| 3M | -21.2% | -7.9% | -13.3% | -19.9% |
| 6M | -16.7% | -8.0% | -8.7% | -15.4% |
| YTD | -5.4% | -13.2% | +7.9% | -2.8% |
| 1Y | +21.2% | -16.4% | +37.6% | +25.6% |
| 3Y | +86.5% | -6.7% | +93.1% | +87.4% |
| All | +90.6% | +7.9% | +82.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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