+21,677.0%
CAT vs ODFL
+29,515.9%
-7,839.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -6.3% | -5.4% | -0.9% | -5.4% |
| 30D | -26.8% | -7.7% | -19.1% | -25.8% |
| 3M | -30.0% | -20.8% | -9.2% | -27.3% |
| 6M | -34.6% | -15.0% | -19.5% | -33.0% |
| YTD | +2.9% | +7.6% | -4.7% | +1.2% |
| 1Y | +3.3% | +22.7% | -19.4% | -0.7% |
| 3Y | +153.7% | -12.9% | +166.6% | +155.5% |
| 5Y | +207.3% | -0.1% | +207.4% | +199.0% |
| 10Y | +674.0% | +550.4% | +123.6% | +475.2% |
| All | +21,677.0% | +29,515.9% | -7,839.0% | +11,264.7% |
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