+86.8%
CHRW vs OVV
+160.2%
-73.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.5% | +11.7% | -15.2% | -5.3% |
| 3M | -19.4% | +9.8% | -29.2% | -20.8% |
| 6M | -21.4% | +26.6% | -47.9% | -25.0% |
| YTD | -7.1% | +67.0% | -74.2% | -15.5% |
| 1Y | +17.8% | +55.9% | -38.1% | +8.1% |
| 3Y | +78.8% | +45.5% | +33.3% | +62.1% |
| All | +86.8% | +160.2% | -73.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling