+22,311.8%
CAT vs ODFL
+29,953.1%
-7,641.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | +1.7% | -5.0% | +6.7% | +2.7% |
| 30D | -24.6% | -6.3% | -18.3% | -23.8% |
| 3M | -28.5% | -18.5% | -10.0% | -26.1% |
| 6M | -34.8% | -12.4% | -22.4% | -33.5% |
| YTD | +5.9% | +9.2% | -3.3% | +3.9% |
| 1Y | +6.8% | +23.0% | -16.1% | +2.7% |
| 3Y | +161.1% | -11.6% | +172.7% | +162.3% |
| 5Y | +213.4% | +0.1% | +213.3% | +204.8% |
| 10Y | +700.3% | +550.8% | +149.5% | +494.4% |
| All | +22,311.8% | +29,953.1% | -7,641.3% | +11,567.7% |
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