+122.7%
CHRW vs OVV
+46.5%
+76.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -3.4% | -7.3% | +3.9% | -2.6% |
| 30D | -9.4% | -3.6% | -5.8% | -9.2% |
| 3M | -12.6% | -2.6% | -10.0% | -12.6% |
| 6M | -24.2% | +7.6% | -31.7% | -25.1% |
| YTD | -18.9% | +59.6% | -78.5% | -23.5% |
| 1Y | -13.7% | +62.2% | -75.9% | -18.9% |
| 3Y | +72.6% | +49.6% | +23.0% | +61.6% |
| 5Y | +55.6% | +98.9% | -43.4% | +39.1% |
| 10Y | +122.7% | +45.1% | +77.6% | +85.6% |
| All | +122.7% | +46.5% | +76.2% | +85.6% |
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