+37.4%
CMI vs ODFL
+24.1%
+13.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.7% | -3.3% | +2.6% | +0.3% |
| 30D | -12.4% | -15.3% | +2.9% | -8.1% |
| 3M | -14.8% | -27.3% | +12.5% | -6.5% |
| 6M | +0.8% | -4.5% | +5.3% | +0.6% |
| YTD | +10.2% | +15.1% | -5.0% | +4.9% |
| 1Y | +37.4% | +21.1% | +16.3% | +31.0% |
| All | +37.4% | +24.1% | +13.3% | +31.0% |
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