-86.5%
CDE vs ODFL
+31,724.5%
-31,811.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -3.0% |
| 7D | -6.1% | -2.8% | -3.3% | -5.6% |
| 30D | +9.5% | -13.7% | +23.1% | +12.0% |
| 3M | +32.0% | -23.4% | +55.4% | +37.5% |
| 6M | -12.8% | -7.2% | -5.6% | -12.0% |
| YTD | +14.2% | +15.6% | -1.4% | +11.0% |
| 1Y | +36.3% | +24.2% | +12.1% | +30.6% |
| 3Y | +821.4% | -12.8% | +834.2% | +823.7% |
| 5Y | +194.3% | +27.1% | +167.1% | +176.2% |
| 10Y | +53.2% | +739.9% | -686.7% | +10.5% |
| All | -86.5% | +31,724.5% | -31,811.0% | -92.5% |
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