+535.7%
ON vs CHRW
+126.6%
+409.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -3.4% | -0.7% | -2.5% |
| 30D | -10.2% | -9.4% | -0.9% | -6.4% |
| 3M | -12.7% | -12.6% | -0.1% | -8.4% |
| 6M | -32.5% | -24.2% | -8.4% | -26.2% |
| YTD | +28.6% | -18.9% | +47.4% | +33.3% |
| 1Y | +43.4% | -13.7% | +57.1% | +44.1% |
| 3Y | +3.3% | +72.6% | -69.3% | -32.6% |
| 5Y | +22.5% | +55.6% | -33.0% | -16.0% |
| 10Y | +535.7% | +122.7% | +413.0% | +274.6% |
| All | +535.7% | +126.6% | +409.1% | +274.6% |
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