+48.6%
CHRW vs OVV
+84.0%
-35.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +0.6% | -16.7% | +17.2% | +3.2% |
| 30D | -7.3% | -1.5% | -5.8% | -7.4% |
| 3M | -14.2% | +1.6% | -15.7% | -14.8% |
| 6M | -25.1% | +2.0% | -27.1% | -25.9% |
| YTD | -21.2% | +56.8% | -78.0% | -27.9% |
| 1Y | -14.2% | +64.8% | -79.0% | -22.3% |
| 3Y | +63.5% | +38.3% | +25.2% | +48.9% |
| All | +48.6% | +84.0% | -35.5% | +26.6% |
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