+72.2%
CHRW vs ONTO
+56.0%
+16.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.0% | -9.1% | +2.3% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | -9.4% | -34.1% | +24.8% | -7.6% |
| 3M | -13.3% | -37.1% | +23.8% | -11.6% |
| 6M | -24.2% | -31.8% | +7.7% | -23.1% |
| YTD | -18.9% | +22.9% | -41.8% | -20.7% |
| 1Y | -12.4% | +39.5% | -51.9% | -14.9% |
| 3Y | +72.2% | +57.7% | +14.6% | +65.2% |
| All | +72.2% | +56.0% | +16.3% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling