+29.6%
CL vs ODFL
-11.6%
+41.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -1.4% | +0.2% | -1.5% | -1.4% |
| 30D | -5.2% | -13.4% | +8.2% | -4.6% |
| 3M | +3.3% | -24.2% | +27.5% | +4.5% |
| 6M | -4.4% | -3.3% | -1.1% | -4.5% |
| YTD | +13.9% | +19.8% | -5.9% | +12.8% |
| 1Y | +7.6% | +24.5% | -16.9% | +6.3% |
| 3Y | +29.6% | -9.6% | +39.2% | +24.8% |
| All | +29.6% | -11.6% | +41.2% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling