+3,994.3%
CMG vs ODFL
+4,627.1%
-632.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.6% |
| 7D | -6.5% | -3.0% | -3.5% | -5.4% |
| 30D | +12.1% | -14.3% | +26.4% | +18.2% |
| 3M | +20.6% | -26.7% | +47.3% | +33.4% |
| 6M | +2.1% | -7.5% | +9.6% | +3.2% |
| YTD | -2.6% | +16.5% | -19.2% | -10.0% |
| 1Y | -8.7% | +23.5% | -32.2% | -17.9% |
| 3Y | -7.4% | -12.1% | +4.7% | -9.9% |
| 5Y | -5.7% | +28.9% | -34.6% | -23.5% |
| 10Y | +322.3% | +746.5% | -424.1% | +57.9% |
| All | +3,994.3% | +4,627.1% | -632.7% | +563.8% |
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 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