+21.3%
CCJ vs ODFL
+24.1%
-2.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.0% | -3.3% | -0.8% | -3.8% |
| 30D | -2.4% | -15.3% | +12.9% | -1.2% |
| 3M | -2.3% | -27.3% | +25.0% | -0.2% |
| 6M | -16.2% | -4.5% | -11.7% | -15.4% |
| YTD | +5.7% | +15.1% | -9.5% | +9.5% |
| 1Y | +21.3% | +21.1% | +0.2% | +26.4% |
| All | +21.3% | +24.1% | -2.9% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling