+128.5%
CHRW vs OVV
+51.8%
+76.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.4% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | -4.3% | -2.5% | -1.8% | -4.2% |
| 3M | -7.4% | +0.5% | -7.9% | -7.7% |
| 6M | -20.7% | +8.5% | -29.2% | -21.7% |
| YTD | -15.9% | +64.5% | -80.3% | -20.9% |
| 1Y | -9.9% | +64.7% | -74.6% | -15.4% |
| 3Y | +79.0% | +54.1% | +24.8% | +67.0% |
| 5Y | +61.3% | +95.4% | -34.1% | +44.4% |
| 10Y | +128.5% | +54.9% | +73.6% | +89.6% |
| All | +128.5% | +51.8% | +76.7% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling