+7,212.2%
CB vs ODFL
+20,669.6%
-13,457.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +1.8% |
| 7D | +0.7% | -5.4% | +6.1% | +1.3% |
| 30D | +8.2% | -7.7% | +15.8% | +9.1% |
| 3M | +6.3% | -20.8% | +27.1% | +9.1% |
| 6M | +16.2% | -15.0% | +31.2% | +18.0% |
| YTD | +19.3% | +7.6% | +11.7% | +17.4% |
| 1Y | +29.2% | +22.7% | +6.5% | +25.0% |
| 3Y | +71.4% | -12.9% | +84.3% | +70.3% |
| 5Y | +104.2% | -0.1% | +104.3% | +97.0% |
| 10Y | +246.7% | +550.4% | -303.8% | +169.7% |
| All | +7,212.2% | +20,669.6% | -13,457.4% | +4,348.7% |
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