+7,438.3%
CAH vs ODFL
+31,724.5%
-24,286.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -5.1% | -2.8% | -2.3% | -4.8% |
| 30D | -1.8% | -13.7% | +11.9% | -0.6% |
| 3M | +9.4% | -23.4% | +32.7% | +11.7% |
| 6M | +9.2% | -7.2% | +16.4% | +9.6% |
| YTD | +15.7% | +15.6% | 0.0% | +13.6% |
| 1Y | +59.7% | +24.2% | +35.6% | +55.7% |
| 3Y | +178.5% | -12.8% | +191.2% | +176.7% |
| 5Y | +398.3% | +27.1% | +371.1% | +374.1% |
| 10Y | +295.7% | +739.9% | -444.3% | +223.3% |
| All | +7,438.3% | +31,724.5% | -24,286.2% | +4,794.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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