-36.7%
ONON vs CHRW
+21.9%
-58.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.8% | +2.1% |
| 7D | -2.1% | +3.5% | -5.6% | -2.5% |
| 30D | -11.6% | +4.6% | -16.2% | -12.1% |
| 3M | -30.1% | -19.7% | -10.4% | -29.0% |
| 6M | -30.5% | -12.4% | -18.1% | -30.5% |
| YTD | -41.0% | -3.9% | -37.1% | -40.5% |
| 1Y | -36.7% | +18.4% | -55.1% | -32.3% |
| All | -36.7% | +21.9% | -58.6% | -32.3% |
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