+93.0%
CHRW vs ODFL
+25.9%
+67.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.2% |
| 7D | +4.1% | -3.0% | +7.1% | +5.2% |
| 30D | +1.9% | -14.3% | +16.2% | +7.8% |
| 3M | -21.2% | -26.7% | +5.6% | -11.5% |
| 6M | -16.7% | -7.5% | -9.2% | -14.0% |
| YTD | -5.4% | +16.5% | -21.9% | -9.9% |
| 1Y | +21.2% | +23.5% | -2.3% | +12.7% |
| 3Y | +86.5% | -12.1% | +98.5% | +86.4% |
| 5Y | +93.0% | +28.9% | +64.1% | +55.9% |
| All | +93.0% | +25.9% | +67.1% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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