+3,875.0%
CHRW vs ODFL
+21,398.8%
-17,523.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +4.7% | +0.6% | +4.1% | +4.6% |
| 30D | -2.6% | -6.3% | +3.7% | -0.8% |
| 3M | -8.0% | -19.1% | +11.1% | -2.9% |
| 6M | -19.0% | -9.9% | -9.1% | -16.6% |
| YTD | -15.5% | +9.9% | -25.4% | -17.1% |
| 1Y | -10.8% | +24.4% | -35.2% | -15.3% |
| 3Y | +79.8% | -11.0% | +90.8% | +81.1% |
| 5Y | +59.3% | -1.4% | +60.7% | +54.0% |
| 10Y | +129.6% | +555.3% | -425.7% | +43.3% |
| All | +3,875.0% | +21,398.8% | -17,523.8% | +1,295.9% |
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 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