+153.3%
CMI vs ODFL
-13.7%
+167.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.7% | -3.3% | +2.6% | +0.3% |
| 30D | -12.4% | -15.3% | +2.9% | -7.7% |
| 3M | -14.8% | -27.3% | +12.5% | -6.0% |
| 6M | +0.8% | -4.5% | +5.3% | +1.2% |
| YTD | +10.2% | +15.1% | -5.0% | +3.7% |
| 1Y | +37.4% | +21.1% | +16.3% | +26.8% |
| 3Y | +153.3% | -14.1% | +167.4% | +145.0% |
| All | +153.3% | -13.7% | +167.0% | +145.0% |
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 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