+3,877.1%
CHRW vs AON
+1,291.6%
+2,585.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +7.3% | +1.0% | +6.2% | +7.0% |
| 30D | -3.6% | +23.2% | -26.8% | -9.1% |
| 3M | -9.6% | -5.0% | -4.6% | -8.8% |
| 6M | -17.0% | +9.3% | -26.3% | -19.7% |
| YTD | -15.4% | -3.4% | -12.0% | -15.6% |
| 1Y | -10.0% | -2.9% | -7.1% | -10.4% |
| 3Y | +82.2% | +3.6% | +78.5% | +76.0% |
| 5Y | +59.4% | +16.9% | +42.5% | +47.5% |
| 10Y | +129.7% | +234.4% | -104.7% | +55.2% |
| All | +3,877.1% | +1,291.6% | +2,585.4% | +1,529.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling