-11.1%
CHRW vs OVV
+75.2%
-86.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.9% | +0.2% |
| 7D | +4.9% | -12.1% | +17.0% | +4.7% |
| 30D | -4.8% | +2.9% | -7.7% | -5.5% |
| 3M | -13.1% | +3.7% | -16.8% | -13.7% |
| 6M | -16.3% | +0.6% | -17.0% | -16.8% |
| YTD | -15.8% | +62.5% | -78.3% | -20.3% |
| 1Y | -11.1% | +72.0% | -83.2% | -15.2% |
| All | -11.1% | +75.2% | -86.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 1y: compounded portfolio wealth divided by compounded OVV 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…
1y analysis · Full analysis span regression · 6 months rolling