+2,609.7%
CLS vs ODFL
+24,656.2%
-22,046.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +23.5% | +0.6% | +22.9% | +23.4% |
| 30D | -28.9% | -6.3% | -22.6% | -28.0% |
| 3M | -25.2% | -19.1% | -6.1% | -21.8% |
| 6M | -32.1% | -9.9% | -22.2% | -30.9% |
| YTD | -14.1% | +9.9% | -24.0% | -16.9% |
| 1Y | -24.1% | +24.4% | -48.5% | -28.7% |
| 3Y | +897.0% | -11.0% | +908.0% | +893.9% |
| 5Y | +2,089.9% | -1.4% | +2,091.3% | +2,014.8% |
| 10Y | +2,022.2% | +555.3% | +1,467.0% | +1,330.8% |
| All | +2,609.7% | +24,656.2% | -22,046.5% | +1,087.2% |
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