+21.0%
CHRW vs ONTO
+167.3%
-146.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +1.3% |
| 7D | +1.9% | +9.7% | -7.7% | +1.1% |
| 30D | +0.9% | -8.8% | +9.8% | +1.4% |
| 3M | -19.9% | +4.5% | -24.4% | -20.3% |
| 6M | -15.8% | +56.4% | -72.2% | -22.6% |
| YTD | -5.6% | +78.1% | -83.7% | -14.7% |
| 1Y | +21.0% | +171.3% | -150.2% | +6.3% |
| All | +21.0% | +167.3% | -146.2% | +6.3% |
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 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