-50.1%
CCI vs ODFL
+26.9%
-77.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | -4.4% | -2.8% | -1.6% | -4.0% |
| 30D | +0.3% | -13.7% | +14.0% | +2.6% |
| 3M | -20.0% | -23.4% | +3.4% | -16.7% |
| 6M | -14.5% | -7.2% | -7.4% | -14.0% |
| YTD | -14.9% | +15.6% | -30.5% | -17.5% |
| 1Y | -17.7% | +24.2% | -41.8% | -21.4% |
| 3Y | -12.4% | -12.8% | +0.4% | -12.9% |
| 5Y | -50.1% | +27.1% | -77.2% | -56.9% |
| All | -50.1% | +26.9% | -77.1% | -56.9% |
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