+10.9%
CMG vs ODFL
+32.0%
-21.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.9% | +5.7% |
| 7D | +22.5% | +3.5% | +19.0% | +21.8% |
| 30D | +14.1% | 0.0% | +14.1% | +13.9% |
| 3M | +4.1% | -18.1% | +22.2% | +7.0% |
| 6M | +10.1% | -6.4% | +16.5% | +7.2% |
| YTD | -4.9% | +14.9% | -19.8% | -12.8% |
| 1Y | +10.9% | +27.7% | -16.8% | -1.5% |
| All | +10.9% | +32.0% | -21.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling