+87.0%
CIFR vs ODFL
+94.0%
-7.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +26.7% | +0.2% | +26.5% | +26.5% |
| 30D | +7.7% | -13.4% | +21.2% | +16.1% |
| 3M | -23.8% | -24.2% | +0.4% | -13.1% |
| 6M | +35.9% | -3.3% | +39.2% | +34.3% |
| YTD | +25.4% | +19.8% | +5.6% | +7.1% |
| 1Y | +139.8% | +24.5% | +115.2% | +97.0% |
| 3Y | +515.0% | -9.6% | +524.6% | +507.9% |
| 5Y | +52.1% | +28.0% | +24.1% | +20.7% |
| All | +87.0% | +94.0% | -7.0% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling