-20.0%
CPNG vs ODFL
-13.7%
-6.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -1.1% | -3.3% | +2.2% | -0.6% |
| 30D | -7.4% | -15.3% | +7.9% | -4.8% |
| 3M | -12.3% | -27.3% | +15.0% | -7.6% |
| 6M | -19.4% | -4.5% | -15.0% | -19.4% |
| YTD | -35.9% | +15.1% | -51.1% | -38.0% |
| 1Y | -53.4% | +21.1% | -74.5% | -55.4% |
| 3Y | -20.0% | -14.1% | -5.9% | -20.7% |
| All | -20.0% | -13.7% | -6.3% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling