+1,354.5%
CHRW vs OVV
+162.8%
+1,191.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.5% | +11.7% | -15.2% | -5.2% |
| 3M | -19.4% | +9.8% | -29.2% | -20.8% |
| 6M | -21.4% | +26.6% | -47.9% | -24.6% |
| YTD | -7.1% | +67.0% | -74.2% | -14.6% |
| 1Y | +17.8% | +55.9% | -38.1% | +9.1% |
| 3Y | +78.8% | +45.5% | +33.3% | +64.3% |
| 5Y | +83.5% | +157.3% | -73.8% | +50.0% |
| 10Y | +160.2% | +65.0% | +95.2% | +89.0% |
| All | +1,354.5% | +162.8% | +1,191.7% | +738.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling