+415.5%
CNQ vs ODFL
+742.1%
-326.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | +6.2% | -15.3% | +21.5% | +11.6% |
| 3M | +12.4% | -27.3% | +39.7% | +23.5% |
| 6M | +9.0% | -4.5% | +13.5% | +8.3% |
| YTD | +52.2% | +15.1% | +37.1% | +40.3% |
| 1Y | +65.0% | +21.1% | +43.9% | +48.4% |
| 3Y | +78.8% | -14.1% | +92.9% | +74.1% |
| 5Y | +286.0% | +26.6% | +259.4% | +196.1% |
| All | +415.5% | +742.1% | -326.6% | +82.4% |
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