+4,266.9%
CHRW vs ODFL
+23,178.5%
-18,911.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.4% | -6.3% | +4.9% | +0.1% |
| 30D | -3.5% | -13.6% | +10.1% | 0.0% |
| 3M | -19.4% | -24.2% | +4.8% | -13.7% |
| 6M | -21.4% | -13.8% | -7.6% | -18.5% |
| YTD | -7.1% | +19.0% | -26.2% | -10.9% |
| 1Y | +17.8% | +25.7% | -7.9% | +11.2% |
| 3Y | +78.8% | -13.1% | +91.9% | +80.2% |
| 5Y | +83.5% | +26.7% | +56.9% | +66.8% |
| 10Y | +160.2% | +721.5% | -561.3% | +53.8% |
| All | +4,266.9% | +23,178.5% | -18,911.6% | +1,400.2% |
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