+163.8%
ON vs CHRW
+1,545.2%
-1,381.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.6% |
| 7D | -11.7% | +0.6% | -12.2% | -11.8% |
| 30D | -23.3% | -7.3% | -16.0% | -20.7% |
| 3M | -19.2% | -14.2% | -5.0% | -14.0% |
| 6M | -40.1% | -25.1% | -15.1% | -33.6% |
| YTD | +16.9% | -21.2% | +38.1% | +24.1% |
| 1Y | +29.7% | -14.2% | +43.9% | +31.8% |
| 3Y | -4.4% | +63.5% | -67.9% | -34.6% |
| 5Y | +7.1% | +49.6% | -42.5% | -24.1% |
| 10Y | +447.2% | +129.4% | +317.8% | +201.6% |
| All | +163.8% | +1,545.2% | -1,381.4% | -34.7% |
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