+2,089.9%
CLS vs ODFL
+0.6%
+2,089.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.3% |
| 7D | +23.5% | +0.6% | +22.9% | +23.3% |
| 30D | -28.9% | -6.3% | -22.6% | -27.4% |
| 3M | -25.2% | -19.1% | -6.1% | -19.4% |
| 6M | -32.1% | -9.9% | -22.2% | -30.2% |
| YTD | -14.1% | +9.9% | -24.0% | -20.1% |
| 1Y | -24.1% | +24.4% | -48.5% | -33.3% |
| 3Y | +897.0% | -11.0% | +908.0% | +870.6% |
| 5Y | +2,089.9% | -1.4% | +2,091.3% | +1,884.5% |
| All | +2,089.9% | +0.6% | +2,089.3% | +1,884.5% |
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