-9.8%
CPRT vs ODFL
+25.9%
-35.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.9% |
| 7D | -0.4% | -3.0% | +2.6% | +0.6% |
| 30D | +8.2% | -14.3% | +22.5% | +13.7% |
| 3M | +2.3% | -26.7% | +29.0% | +12.9% |
| 6M | -14.7% | -7.5% | -7.3% | -13.9% |
| YTD | -18.2% | +16.5% | -34.7% | -24.6% |
| 1Y | -33.4% | +23.5% | -56.9% | -40.2% |
| 3Y | -28.3% | -12.1% | -16.3% | -29.6% |
| 5Y | -9.8% | +28.9% | -38.7% | -32.5% |
| All | -9.8% | +25.9% | -35.8% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling