+52.8%
CME vs ODFL
-10.3%
+63.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.0% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | +5.5% | -13.4% | +19.0% | +4.6% |
| 3M | +11.0% | -24.2% | +35.1% | +9.1% |
| 6M | -9.7% | -3.3% | -6.4% | -9.7% |
| YTD | +4.9% | +19.8% | -14.9% | +6.3% |
| 1Y | +10.1% | +24.5% | -14.4% | +12.0% |
| All | +52.8% | -10.3% | +63.1% | +56.8% |
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