+95.1%
CHRW vs ONTO
+695.7%
-600.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.1% |
| 7D | +1.9% | +9.7% | -7.7% | +0.9% |
| 30D | +0.9% | -8.8% | +9.8% | +1.6% |
| 3M | -19.9% | +4.5% | -24.4% | -21.2% |
| 6M | -15.8% | +56.4% | -72.2% | -21.7% |
| YTD | -5.6% | +78.1% | -83.7% | -13.7% |
| 1Y | +21.0% | +171.3% | -150.2% | +4.9% |
| 3Y | +86.0% | +118.7% | -32.6% | +53.9% |
| 5Y | +88.6% | +269.4% | -180.8% | +36.7% |
| All | +95.1% | +695.7% | -600.6% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling