+47.6%
ON vs CHRW
-10.6%
+58.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.8% | +4.9% | -10.7% | -6.5% |
| 30D | -17.1% | -4.8% | -12.3% | -16.5% |
| 3M | -11.8% | -13.1% | +1.3% | -10.1% |
| 6M | -30.2% | -16.3% | -13.8% | -29.0% |
| YTD | +31.6% | -15.8% | +47.4% | +23.3% |
| 1Y | +47.6% | -11.1% | +58.7% | +33.8% |
| All | +47.6% | -10.6% | +58.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling