+71.6%
CRH vs ODFL
-13.7%
+85.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -6.1% | -3.3% | -2.8% | -5.0% |
| 30D | -9.3% | -15.3% | +6.0% | -3.9% |
| 3M | -15.2% | -27.3% | +12.1% | -5.5% |
| 6M | -14.2% | -4.5% | -9.7% | -13.4% |
| YTD | -28.3% | +15.1% | -43.4% | -32.5% |
| 1Y | -21.8% | +21.1% | -42.9% | -28.0% |
| 3Y | +71.6% | -14.1% | +85.7% | +72.2% |
| All | +71.6% | -13.7% | +85.4% | +72.2% |
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 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