-29.6%
CLS vs ODFL
+32.0%
-61.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.0% | -10.0% | -9.1% |
| 7D | -21.1% | +3.5% | -24.6% | -21.3% |
| 30D | -38.2% | 0.0% | -38.2% | -38.3% |
| 3M | -36.3% | -18.1% | -18.2% | -35.3% |
| 6M | -43.8% | -6.4% | -37.4% | -43.0% |
| YTD | -20.0% | +14.9% | -34.9% | -15.4% |
| 1Y | -29.6% | +27.7% | -57.3% | -23.0% |
| All | -29.6% | +32.0% | -61.6% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling