+3,877.1%
CHRW vs ODFL
+21,759.5%
-17,882.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +7.3% | +5.8% | +1.5% | +5.8% |
| 30D | -3.6% | -5.3% | +1.8% | -2.1% |
| 3M | -9.6% | -19.0% | +9.4% | -4.7% |
| 6M | -17.0% | -7.5% | -9.5% | -15.1% |
| YTD | -15.4% | +11.8% | -27.2% | -17.4% |
| 1Y | -10.0% | +29.7% | -39.6% | -15.3% |
| 3Y | +82.2% | -9.1% | +91.3% | +82.5% |
| 5Y | +59.4% | +0.2% | +59.1% | +53.4% |
| 10Y | +129.7% | +566.3% | -436.5% | +42.7% |
| All | +3,877.1% | +21,759.5% | -17,882.4% | +1,290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling