-47.0%
CLF vs ODFL
+27.3%
-74.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | +0.2% | -13.4% | +13.7% | +8.5% |
| 3M | -3.1% | -24.2% | +21.1% | +12.7% |
| 6M | +25.0% | -3.3% | +28.3% | +24.9% |
| YTD | -7.5% | +19.8% | -27.2% | -18.7% |
| 1Y | +11.5% | +24.5% | -13.0% | -5.1% |
| 3Y | -13.7% | -9.6% | -4.1% | -14.1% |
| 5Y | -47.0% | +28.0% | -75.0% | -59.7% |
| All | -47.0% | +27.3% | -74.3% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling