+539.0%
CIEN vs ODFL
-9.1%
+548.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.0% |
| 7D | +15.3% | +5.8% | +9.4% | +13.7% |
| 30D | -22.0% | -5.3% | -16.7% | -21.0% |
| 3M | -36.6% | -19.0% | -17.7% | -33.4% |
| 6M | -51.5% | -7.5% | -44.0% | -51.1% |
| YTD | +20.0% | +11.8% | +8.2% | +13.3% |
| 1Y | +44.5% | +29.7% | +14.8% | +30.0% |
| 3Y | +539.0% | -9.1% | +548.2% | +506.7% |
| All | +539.0% | -9.1% | +548.2% | +506.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling