+520.6%
CIEN vs ODFL
+26.9%
+493.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +5.4% | -2.8% | +8.2% | +6.4% |
| 30D | -13.7% | -13.7% | 0.0% | -9.3% |
| 3M | -23.0% | -23.4% | +0.3% | -16.5% |
| 6M | -0.8% | -7.2% | +6.3% | +0.3% |
| YTD | +43.1% | +15.6% | +27.4% | +32.6% |
| 1Y | +157.6% | +24.2% | +133.5% | +131.3% |
| 3Y | +593.8% | -12.8% | +606.6% | +582.1% |
| 5Y | +520.6% | +27.1% | +493.5% | +400.2% |
| All | +520.6% | +26.9% | +493.7% | +400.2% |
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 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