+485.8%
CLF vs ODFL
+29,953.1%
-29,467.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | +2.3% | -5.0% | +7.3% | +3.7% |
| 30D | +1.9% | -6.3% | +8.2% | +3.4% |
| 3M | +5.9% | -18.5% | +24.3% | +11.0% |
| 6M | +16.9% | -12.4% | +29.3% | +20.2% |
| YTD | -1.1% | +9.2% | -10.3% | -3.8% |
| 1Y | +28.8% | +23.0% | +5.9% | +21.4% |
| 3Y | -20.6% | -11.6% | -9.0% | -19.2% |
| 5Y | -41.5% | +0.1% | -41.7% | -42.3% |
| 10Y | +87.5% | +550.8% | -463.3% | +27.5% |
| All | +485.8% | +29,953.1% | -29,467.3% | +170.1% |
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