+41.9%
CI vs ODFL
+27.3%
+14.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -1.8% | -13.4% | +11.6% | -0.3% |
| 3M | -4.2% | -24.2% | +19.9% | -1.5% |
| 6M | +2.7% | -3.3% | +6.0% | +2.7% |
| YTD | +1.9% | +19.8% | -17.9% | -0.9% |
| 1Y | -6.3% | +24.5% | -30.8% | -9.5% |
| 3Y | +3.9% | -9.6% | +13.5% | +3.0% |
| 5Y | +41.9% | +28.0% | +13.8% | +22.4% |
| All | +41.9% | +27.3% | +14.6% | +22.4% |
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