+30,149.8%
CAT vs ODFL
+32,662.3%
-2,512.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +1.7% | -6.3% | +8.0% | +2.8% |
| 30D | -6.6% | -13.6% | +7.0% | -4.3% |
| 3M | -13.3% | -24.2% | +10.9% | -9.3% |
| 6M | +11.6% | -13.8% | +25.4% | +14.2% |
| YTD | +42.9% | +19.0% | +23.9% | +38.3% |
| 1Y | +95.4% | +25.7% | +69.8% | +87.0% |
| 3Y | +196.6% | -13.1% | +209.7% | +198.7% |
| 5Y | +321.7% | +26.7% | +295.0% | +295.3% |
| 10Y | +1,140.8% | +721.5% | +419.3% | +791.9% |
| All | +30,149.8% | +32,662.3% | -2,512.5% | +15,433.0% |
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 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