+22,034.1%
CPRT vs ODFL
+25,917.1%
-3,883.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +2.2% | -6.3% | +8.5% | +3.0% |
| 30D | +16.6% | -13.6% | +30.2% | +18.7% |
| 3M | +9.6% | -24.2% | +33.8% | +13.2% |
| 6M | -11.1% | -13.8% | +2.7% | -9.9% |
| YTD | -13.9% | +19.0% | -32.9% | -16.2% |
| 1Y | -32.5% | +25.7% | -58.2% | -34.9% |
| 3Y | -25.0% | -13.1% | -11.9% | -25.0% |
| 5Y | -7.4% | +26.7% | -34.0% | -11.7% |
| 10Y | +422.0% | +721.5% | -299.5% | +317.0% |
| All | +22,034.1% | +25,917.1% | -3,883.0% | +14,978.5% |
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 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