+91.9%
CHRW vs ONTO
+658.6%
-566.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -3.5% | -2.9% | -0.6% | -3.6% |
| 3M | -19.4% | -2.5% | -16.9% | -20.2% |
| 6M | -21.4% | +28.2% | -49.6% | -25.2% |
| YTD | -7.1% | +69.8% | -76.9% | -14.7% |
| 1Y | +17.8% | +162.9% | -145.1% | +2.4% |
| 3Y | +78.8% | +95.9% | -17.2% | +50.2% |
| 5Y | +83.5% | +244.5% | -161.0% | +34.2% |
| All | +91.9% | +658.6% | -566.7% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling