+140.6%
CNP vs ODFL
+548.9%
-408.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.5% | +0.6% | +1.8% | +2.3% |
| 30D | +4.0% | -6.3% | +10.3% | +5.3% |
| 3M | +1.6% | -19.1% | +20.8% | +5.8% |
| 6M | -1.7% | -9.9% | +8.2% | -0.3% |
| YTD | +8.6% | +9.9% | -1.3% | +4.5% |
| 1Y | +5.8% | +24.4% | -18.6% | -1.2% |
| 3Y | +63.0% | -11.0% | +74.0% | +57.9% |
| 5Y | +74.7% | -1.4% | +76.1% | +58.2% |
| All | +140.6% | +548.9% | -408.3% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling