+58.5%
ON vs CHRW
+90.3%
-31.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.0% |
| 7D | -2.2% | +1.9% | -4.1% | -2.8% |
| 30D | -12.4% | +0.9% | -13.4% | -12.8% |
| 3M | -41.2% | -19.9% | -21.3% | -37.1% |
| 6M | +25.0% | -15.8% | +40.8% | +30.4% |
| YTD | +31.3% | -5.6% | +36.9% | +28.8% |
| 1Y | +45.4% | +21.0% | +24.4% | +26.8% |
| 3Y | -27.4% | +86.0% | -113.4% | -50.6% |
| 5Y | +58.5% | +88.6% | -30.1% | +10.2% |
| All | +58.5% | +90.3% | -31.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling