+62.8%
CNQ vs ODFL
+32.0%
+30.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.3% |
| 7D | -9.4% | +3.5% | -12.9% | -9.2% |
| 30D | +2.8% | 0.0% | +2.7% | +2.8% |
| 3M | +8.5% | -18.1% | +26.5% | +7.1% |
| 6M | +6.4% | -6.4% | +12.8% | +6.7% |
| YTD | +50.9% | +14.9% | +36.0% | +50.3% |
| 1Y | +62.8% | +27.7% | +35.1% | +62.0% |
| All | +62.8% | +32.0% | +30.8% | +62.0% |
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