+713.0%
CCL vs ODFL
+30,157.5%
-29,444.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.0% | -4.5% |
| 7D | -0.3% | +0.6% | -1.0% | -0.5% |
| 30D | +10.3% | -6.3% | +16.6% | +11.7% |
| 3M | +6.6% | -19.1% | +25.7% | +11.1% |
| 6M | +20.0% | -9.9% | +30.0% | +22.4% |
| YTD | -1.9% | +9.9% | -11.8% | -3.9% |
| 1Y | +10.4% | +24.4% | -14.0% | +5.5% |
| 3Y | +134.8% | -11.0% | +145.8% | +136.9% |
| 5Y | +34.0% | -1.4% | +35.4% | +32.9% |
| 10Y | -32.5% | +555.3% | -587.8% | -49.9% |
| All | +713.0% | +30,157.5% | -29,444.6% | +251.0% |
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