+688.6%
CAT vs ODFL
+559.8%
+128.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.5% |
| 7D | +7.4% | +5.8% | +1.6% | +5.0% |
| 30D | -19.7% | -5.3% | -14.3% | -17.9% |
| 3M | -29.6% | -19.0% | -10.6% | -23.4% |
| 6M | -33.2% | -7.5% | -25.7% | -31.7% |
| YTD | +5.7% | +11.8% | -6.1% | -1.4% |
| 1Y | +9.3% | +29.7% | -20.3% | -4.6% |
| 3Y | +158.3% | -9.1% | +167.5% | +152.0% |
| 5Y | +211.6% | +0.2% | +211.4% | +177.6% |
| All | +688.6% | +559.8% | +128.9% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling