+57.3%
CL vs ODFL
+716.5%
-659.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | -2.3% | -3.0% | +0.7% | -2.0% |
| 30D | -5.5% | -14.3% | +8.8% | -3.8% |
| 3M | +0.8% | -26.7% | +27.6% | +4.4% |
| 6M | -4.2% | -7.5% | +3.3% | -3.8% |
| YTD | +13.4% | +16.5% | -3.1% | +10.5% |
| 1Y | +7.1% | +23.5% | -16.5% | +3.4% |
| 3Y | +29.0% | -12.1% | +41.1% | +27.5% |
| 5Y | +28.3% | +28.9% | -0.6% | +16.3% |
| 10Y | +57.3% | +746.5% | -689.2% | +18.1% |
| All | +57.3% | +716.5% | -659.2% | +18.1% |
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