+127.0%
CHRW vs OVV
+48.9%
+78.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +0.2% | -10.7% | +11.0% | +1.4% |
| 30D | -9.4% | -5.3% | -4.1% | -9.0% |
| 3M | -13.3% | +2.4% | -15.7% | -13.7% |
| 6M | -24.2% | +5.7% | -29.8% | -25.0% |
| YTD | -18.9% | +56.8% | -75.6% | -23.4% |
| 1Y | -12.4% | +59.3% | -71.6% | -17.5% |
| 3Y | +72.2% | +49.0% | +23.3% | +61.3% |
| 5Y | +53.4% | +88.1% | -34.8% | +37.9% |
| 10Y | +127.0% | +42.5% | +84.4% | +89.8% |
| All | +127.0% | +48.9% | +78.1% | +89.8% |
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