+84.1%
CL vs ODFL
+565.4%
-481.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -0.8% | -5.0% | +4.2% | -0.2% |
| 30D | +9.5% | -6.3% | +15.8% | +10.3% |
| 3M | +6.8% | -18.5% | +25.2% | +9.3% |
| 6M | +14.3% | -12.4% | +26.6% | +15.6% |
| YTD | +27.0% | +9.2% | +17.8% | +24.5% |
| 1Y | +26.3% | +23.0% | +3.3% | +21.8% |
| 3Y | +39.3% | -11.6% | +50.9% | +37.2% |
| 5Y | +41.5% | +0.1% | +41.4% | +33.6% |
| 10Y | +84.1% | +550.8% | -466.7% | +39.0% |
| All | +84.1% | +565.4% | -481.3% | +39.0% |
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