-70.0%
CPNG vs ODFL
+64.9%
-134.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.6% |
| 7D | -7.6% | -3.0% | -4.6% | -6.6% |
| 30D | -8.8% | -14.3% | +5.4% | -4.0% |
| 3M | -7.2% | -26.7% | +19.5% | +2.9% |
| 6M | -21.5% | -7.5% | -14.1% | -20.6% |
| YTD | -37.4% | +16.5% | -54.0% | -42.5% |
| 1Y | -54.3% | +23.5% | -77.9% | -59.3% |
| 3Y | -20.3% | -12.1% | -8.2% | -23.1% |
| 5Y | -51.2% | +28.9% | -80.1% | -65.3% |
| All | -70.0% | +64.9% | -134.9% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling