+1,500.5%
CIEN vs ODFL
+742.1%
+758.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +8.9% | -3.3% | +12.2% | +10.3% |
| 30D | -19.1% | -15.3% | -3.8% | -13.8% |
| 3M | -21.5% | -27.3% | +5.8% | -11.9% |
| 6M | +2.8% | -4.5% | +7.3% | +3.2% |
| YTD | +49.5% | +15.1% | +34.3% | +37.4% |
| 1Y | +163.8% | +21.1% | +142.7% | +135.9% |
| 3Y | +615.8% | -14.1% | +629.9% | +607.0% |
| 5Y | +548.4% | +26.6% | +521.8% | +414.3% |
| All | +1,500.5% | +742.1% | +758.3% | +424.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling