-33.8%
CPRT vs ODFL
-10.6%
-23.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +21.4% | -6.3% | +27.6% | +23.0% |
| 3M | +10.4% | -19.1% | +29.5% | +15.4% |
| 6M | -4.3% | -9.9% | +5.6% | -3.0% |
| YTD | -18.3% | +9.9% | -28.2% | -21.8% |
| 1Y | -22.5% | +24.4% | -46.9% | -28.2% |
| All | -33.8% | -10.6% | -23.2% | -36.1% |
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 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