+209.9%
ON vs CHRW
+1,838.0%
-1,628.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +2.4% | -1.4% | +3.8% | +3.1% |
| 30D | -3.3% | -3.5% | +0.2% | -1.9% |
| 3M | -43.6% | -19.4% | -24.2% | -38.6% |
| 6M | +19.0% | -21.4% | +40.3% | +30.2% |
| YTD | +37.4% | -7.1% | +44.5% | +36.0% |
| 1Y | +54.8% | +17.8% | +36.9% | +33.5% |
| 3Y | -25.2% | +78.8% | -103.9% | -50.3% |
| 5Y | +62.7% | +83.5% | -20.8% | +5.2% |
| 10Y | +574.3% | +160.2% | +414.1% | +253.5% |
| All | +209.9% | +1,838.0% | -1,628.1% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling