+591.8%
ON vs CHRW
+170.5%
+421.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -1.9% | +4.1% | -5.9% | -3.6% |
| 30D | -11.0% | +1.9% | -12.9% | -11.9% |
| 3M | -39.3% | -21.2% | -18.2% | -33.7% |
| 6M | +19.8% | -16.7% | +36.5% | +26.6% |
| YTD | +31.1% | -5.4% | +36.4% | +28.2% |
| 1Y | +46.0% | +21.2% | +24.8% | +24.4% |
| 3Y | -27.5% | +86.5% | -114.0% | -53.3% |
| 5Y | +56.9% | +93.0% | -36.1% | -2.2% |
| 10Y | +591.8% | +174.5% | +417.3% | +276.8% |
| All | +591.8% | +170.5% | +421.3% | +276.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling