+3,900.7%
CL vs ODFL
+28,969.5%
-25,068.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -2.0% |
| 7D | +1.3% | -4.4% | +5.8% | +1.6% |
| 30D | +11.4% | -6.1% | +17.4% | +11.7% |
| 3M | +4.4% | -21.9% | +26.3% | +5.8% |
| 6M | +10.8% | -17.6% | +28.3% | +11.8% |
| YTD | +25.1% | +5.6% | +19.5% | +24.4% |
| 1Y | +28.0% | +20.5% | +7.4% | +26.2% |
| 3Y | +37.6% | -14.8% | +52.4% | +37.3% |
| 5Y | +39.7% | -3.0% | +42.7% | +37.4% |
| 10Y | +75.8% | +607.6% | -531.9% | +55.4% |
| All | +3,900.7% | +28,969.5% | -25,068.9% | +2,782.8% |
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 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