+69.9%
CNP vs ODFL
+25.9%
+43.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +0.7% | -3.0% | +3.7% | +0.9% |
| 30D | -0.1% | -14.3% | +14.2% | +1.3% |
| 3M | -5.6% | -26.7% | +21.1% | -3.1% |
| 6M | -7.5% | -7.5% | 0.0% | -7.1% |
| YTD | +5.5% | +16.5% | -11.0% | +3.3% |
| 1Y | +8.3% | +23.5% | -15.2% | +5.4% |
| 3Y | +51.8% | -12.1% | +63.8% | +50.7% |
| 5Y | +69.9% | +28.9% | +41.0% | +47.5% |
| All | +69.9% | +25.9% | +43.9% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling