-51.5%
CIEN vs ODFL
-8.4%
-43.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.8% |
| 7D | +15.3% | +5.8% | +9.4% | +14.4% |
| 30D | -22.0% | -5.3% | -16.7% | -21.9% |
| 3M | -36.6% | -19.0% | -17.7% | -36.0% |
| 6M | -51.5% | -7.5% | -44.0% | -51.2% |
| All | -51.5% | -8.4% | -43.0% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling