+93.0%
CHRW vs ONTO
+268.0%
-174.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +4.1% | +9.4% | -5.3% | +3.2% |
| 30D | +1.9% | -4.4% | +6.3% | +2.0% |
| 3M | -21.2% | +1.6% | -22.8% | -21.9% |
| 6M | -16.7% | +45.3% | -61.9% | -20.8% |
| YTD | -5.4% | +76.4% | -81.7% | -11.8% |
| 1Y | +21.2% | +167.2% | -146.0% | +8.4% |
| 3Y | +86.5% | +116.6% | -30.1% | +58.2% |
| 5Y | +93.0% | +263.7% | -170.7% | +41.3% |
| All | +93.0% | +268.0% | -174.9% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling