+2,463.6%
CLS vs ODFL
+25,071.5%
-22,607.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | +16.3% | +5.8% | +10.5% | +14.9% |
| 30D | -25.7% | -5.3% | -20.3% | -24.8% |
| 3M | -30.9% | -19.0% | -11.9% | -27.8% |
| 6M | -35.5% | -7.5% | -28.0% | -34.7% |
| YTD | -18.7% | +11.8% | -30.5% | -21.7% |
| 1Y | -17.9% | +29.7% | -47.6% | -23.6% |
| 3Y | +838.1% | -9.1% | +847.2% | +830.9% |
| 5Y | +1,971.9% | +0.2% | +1,971.7% | +1,893.2% |
| 10Y | +1,907.9% | +566.3% | +1,341.6% | +1,248.6% |
| All | +2,463.6% | +25,071.5% | -22,607.9% | +1,018.9% |
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