+52.0%
CI vs ODFL
+0.9%
+51.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | -1.3% | -5.0% | +3.7% | -0.8% |
| 30D | +6.4% | -6.3% | +12.7% | +7.1% |
| 3M | +10.7% | -18.5% | +29.1% | +13.0% |
| 6M | +5.5% | -12.4% | +17.8% | +6.6% |
| YTD | +11.4% | +9.2% | +2.2% | +9.3% |
| 1Y | +15.0% | +23.0% | -7.9% | +11.2% |
| 3Y | +9.0% | -11.6% | +20.6% | +8.1% |
| 5Y | +52.0% | +0.1% | +51.8% | +36.9% |
| All | +52.0% | +0.9% | +51.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling