+7.8%
ON vs CHRW
+49.0%
-41.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -11.7% | +0.6% | -12.2% | -11.7% |
| 30D | -23.3% | -7.3% | -16.0% | -21.4% |
| 3M | -19.2% | -14.2% | -5.0% | -15.4% |
| 6M | -40.1% | -25.1% | -15.1% | -35.4% |
| YTD | +16.9% | -21.2% | +38.1% | +21.3% |
| 1Y | +29.7% | -14.2% | +43.9% | +29.8% |
| 3Y | -4.4% | +63.5% | -67.9% | -33.5% |
| All | +7.8% | +49.0% | -41.2% | -18.1% |
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