+3.3%
CAT vs ODFL
+20.8%
-17.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.8% |
| 7D | -6.3% | -5.4% | -0.9% | -4.5% |
| 30D | -26.8% | -7.7% | -19.1% | -24.9% |
| 3M | -30.0% | -20.8% | -9.2% | -24.4% |
| 6M | -34.6% | -15.0% | -19.5% | -31.4% |
| YTD | +2.9% | +7.6% | -4.7% | -2.1% |
| 1Y | +3.3% | +22.7% | -19.4% | -4.5% |
| All | +3.3% | +20.8% | -17.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling