+6.7%
ONON vs CHRW
-10.6%
+17.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | +20.9% | +4.9% | +16.0% | +20.0% |
| 30D | +21.1% | -4.8% | +26.0% | +21.7% |
| 3M | +2.7% | -13.1% | +15.8% | +4.3% |
| 6M | +12.6% | -16.3% | +29.0% | +11.6% |
| YTD | -16.9% | -15.8% | -1.1% | -24.4% |
| 1Y | +6.7% | -11.1% | +17.8% | -7.4% |
| All | +6.7% | -10.6% | +17.3% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling