+86.2%
CL vs ODFL
+548.9%
-462.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +9.5% | -6.3% | +15.7% | +10.3% |
| 3M | +6.6% | -19.1% | +25.8% | +9.3% |
| 6M | +13.2% | -9.9% | +23.2% | +14.1% |
| YTD | +26.9% | +9.9% | +16.9% | +24.3% |
| 1Y | +27.6% | +24.4% | +3.2% | +22.9% |
| 3Y | +39.1% | -11.0% | +50.1% | +36.9% |
| 5Y | +41.3% | -1.4% | +42.7% | +33.8% |
| All | +86.2% | +548.9% | -462.6% | +38.4% |
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