+425.9%
CORZ vs ODFL
-7.1%
+432.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.4% |
| 7D | +7.6% | -3.0% | +10.6% | +8.8% |
| 30D | -6.9% | -14.3% | +7.3% | -1.7% |
| 3M | -33.0% | -26.7% | -6.3% | -25.2% |
| 6M | +19.3% | -7.5% | +26.8% | +20.5% |
| YTD | +24.2% | +16.5% | +7.7% | +11.3% |
| 1Y | +24.5% | +23.5% | +1.0% | +7.8% |
| All | +425.9% | -7.1% | +432.9% | +354.8% |
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