-31.7%
CPRT vs ODFL
-13.4%
-18.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -8.4% | -2.8% | -5.6% | -7.8% |
| 30D | +4.6% | -13.7% | +18.3% | +8.0% |
| 3M | -1.9% | -23.4% | +21.4% | +4.0% |
| 6M | -15.3% | -7.2% | -8.2% | -14.9% |
| YTD | -21.5% | +15.6% | -37.1% | -25.7% |
| 1Y | -36.6% | +24.2% | -60.8% | -41.3% |
| All | -31.7% | -13.4% | -18.3% | -32.4% |
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 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