+539.6%
CCL vs ODFL
+32,863.2%
-32,323.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -20.0% | -13.4% | -6.5% | -17.6% |
| 3M | -13.7% | -24.2% | +10.5% | -8.7% |
| 6M | -9.0% | -3.3% | -5.7% | -8.3% |
| YTD | -22.8% | +19.8% | -42.6% | -25.7% |
| 1Y | -25.3% | +24.5% | -49.8% | -28.7% |
| 3Y | +54.1% | -9.6% | +63.7% | +54.9% |
| 5Y | +3.5% | +28.0% | -24.6% | -2.2% |
| 10Y | -41.0% | +735.3% | -776.3% | -57.9% |
| All | +539.6% | +32,863.2% | -32,323.6% | +171.6% |
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