+83.5%
CLF vs ODFL
+573.4%
-489.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.9% |
| 7D | -9.1% | -5.4% | -3.6% | -5.7% |
| 30D | -0.9% | -7.7% | +6.7% | +3.5% |
| 3M | +3.0% | -20.8% | +23.8% | +17.7% |
| 6M | +16.7% | -15.0% | +31.7% | +26.6% |
| YTD | -3.2% | +7.6% | -10.8% | -11.2% |
| 1Y | +24.6% | +22.7% | +1.9% | +4.1% |
| 3Y | -22.3% | -12.9% | -9.4% | -22.2% |
| 5Y | -41.2% | -0.1% | -41.1% | -48.9% |
| 10Y | +83.5% | +550.4% | -466.9% | -60.8% |
| All | +83.5% | +573.4% | -489.8% | -60.8% |
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 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