+891.5%
CLS vs ODFL
-10.6%
+902.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +23.5% | +0.6% | +22.9% | +23.3% |
| 30D | -28.9% | -6.3% | -22.6% | -27.7% |
| 3M | -25.2% | -19.1% | -6.1% | -20.4% |
| 6M | -32.1% | -9.9% | -22.2% | -30.5% |
| YTD | -14.1% | +9.9% | -24.0% | -19.4% |
| 1Y | -24.1% | +24.4% | -48.5% | -32.4% |
| All | +891.5% | -10.6% | +902.2% | +858.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling