-11.1%
CHRW vs ONTO
+46.1%
-57.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +8.9% | +0.8% |
| 7D | +4.9% | -17.4% | +22.3% | +6.1% |
| 30D | -4.8% | -43.2% | +38.4% | -1.0% |
| 3M | -13.1% | -35.7% | +22.6% | -11.0% |
| 6M | -16.3% | -38.3% | +22.0% | -13.4% |
| YTD | -15.8% | +17.1% | -32.9% | -24.6% |
| 1Y | -11.1% | +43.1% | -54.3% | -24.2% |
| All | -11.1% | +46.1% | -57.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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