+7,715.0%
CME vs ODFL
+15,632.2%
-7,917.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +3.9% | +5.8% | -1.9% | +2.2% |
| 30D | +11.3% | -5.3% | +16.7% | +12.8% |
| 3M | +19.6% | -19.0% | +38.5% | +26.5% |
| 6M | +8.1% | -7.5% | +15.6% | +9.1% |
| YTD | +20.4% | +11.8% | +8.6% | +13.0% |
| 1Y | +16.5% | +29.7% | -13.2% | +4.0% |
| 3Y | +66.4% | -9.1% | +75.6% | +56.3% |
| 5Y | +74.5% | +0.2% | +74.2% | +51.4% |
| 10Y | +308.5% | +566.3% | -257.8% | +69.3% |
| All | +7,715.0% | +15,632.2% | -7,917.2% | +1,152.2% |
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