+414.1%
CARR vs ODFL
+231.7%
+182.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -4.1% | -2.8% | -1.3% | -2.9% |
| 30D | -11.0% | -13.7% | +2.7% | -5.2% |
| 3M | -16.4% | -23.4% | +7.0% | -6.5% |
| 6M | -2.4% | -7.2% | +4.8% | +0.1% |
| YTD | +8.4% | +15.6% | -7.2% | +0.2% |
| 1Y | -8.0% | +24.2% | -32.2% | -18.0% |
| 3Y | +0.6% | -12.8% | +13.3% | +0.7% |
| 5Y | +7.7% | +27.1% | -19.4% | -12.7% |
| All | +414.1% | +231.7% | +182.4% | +181.8% |
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