+3,231.7%
CLS vs ODFL
+26,705.5%
-23,473.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | -6.3% | +10.8% | +6.0% |
| 30D | -13.9% | -13.6% | -0.3% | -11.1% |
| 3M | -26.6% | -24.2% | -2.4% | -22.3% |
| 6M | +15.4% | -13.8% | +29.2% | +18.5% |
| YTD | +5.7% | +19.0% | -13.4% | +0.6% |
| 1Y | +41.1% | +25.7% | +15.4% | +32.3% |
| 3Y | +1,228.6% | -13.1% | +1,241.7% | +1,232.8% |
| 5Y | +3,240.6% | +26.7% | +3,214.0% | +2,971.2% |
| 10Y | +2,760.3% | +721.5% | +2,038.9% | +1,750.4% |
| All | +3,231.7% | +26,705.5% | -23,473.8% | +1,337.5% |
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 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