+188.0%
ON vs CHRW
+1,593.2%
-1,405.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.2% | +7.8% |
| 7D | -1.4% | +0.2% | -1.6% | -1.3% |
| 30D | -10.9% | -9.4% | -1.5% | -6.6% |
| 3M | -14.9% | -13.3% | -1.6% | -9.8% |
| 6M | -33.0% | -24.2% | -8.9% | -26.0% |
| YTD | +27.6% | -18.9% | +46.5% | +33.7% |
| 1Y | +44.5% | -12.4% | +56.9% | +45.5% |
| 3Y | +7.4% | +72.2% | -64.8% | -28.4% |
| 5Y | +18.7% | +53.4% | -34.6% | -16.7% |
| 10Y | +516.0% | +127.0% | +389.0% | +242.0% |
| All | +188.0% | +1,593.2% | -1,405.3% | -29.7% |
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