+210.1%
CAT vs ODFL
+1.1%
+209.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.6% | +3.6% | +6.0% |
| 7D | -2.4% | -3.0% | +0.6% | -1.3% |
| 30D | -25.0% | -6.1% | -18.9% | -23.5% |
| 3M | -28.7% | -20.9% | -7.8% | -23.1% |
| 6M | -33.0% | -13.6% | -19.4% | -30.2% |
| YTD | +5.4% | +9.4% | -4.0% | +0.9% |
| 1Y | +7.3% | +22.9% | -15.7% | -1.4% |
| 3Y | +166.0% | -9.8% | +175.8% | +163.2% |
| 5Y | +210.1% | -0.4% | +210.5% | +190.0% |
| All | +210.1% | +1.1% | +209.0% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling