+361.5%
CPRT vs ODFL
+559.8%
-198.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -0.4% | +5.8% | -6.2% | -2.6% |
| 30D | +21.2% | -5.3% | +26.5% | +23.5% |
| 3M | +8.3% | -19.0% | +27.3% | +16.9% |
| 6M | -3.4% | -7.5% | +4.1% | -1.9% |
| YTD | -18.7% | +11.8% | -30.5% | -24.9% |
| 1Y | -23.5% | +29.7% | -53.2% | -33.9% |
| 3Y | -34.2% | -9.1% | -25.0% | -37.1% |
| 5Y | -18.2% | +0.2% | -18.4% | -28.7% |
| All | +361.5% | +559.8% | -198.3% | +71.2% |
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