+1,604.2%
CCJ vs ODFL
+39,455.9%
-37,851.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +5.9% | +0.2% | +5.8% | +5.9% |
| 30D | +4.7% | -13.4% | +18.1% | +7.0% |
| 3M | -3.3% | -24.2% | +20.9% | +0.7% |
| 6M | -7.0% | -3.3% | -3.7% | -6.9% |
| YTD | +11.5% | +19.8% | -8.3% | +7.6% |
| 1Y | +32.3% | +24.5% | +7.7% | +26.5% |
| 3Y | +176.8% | -9.6% | +186.5% | +173.5% |
| 5Y | +351.8% | +28.0% | +323.8% | +318.6% |
| 10Y | +1,080.5% | +735.3% | +345.3% | +736.7% |
| All | +1,604.2% | +39,455.9% | -37,851.7% | +801.6% |
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