+7.1%
CRM vs ODFL
+28.2%
-21.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +1.3% | -6.3% | +7.5% | +2.1% |
| 30D | +34.3% | -13.6% | +47.9% | +37.0% |
| 3M | +37.7% | -24.2% | +61.9% | +42.7% |
| 6M | +34.9% | -13.8% | +48.7% | +38.0% |
| YTD | -1.6% | +19.0% | -20.7% | -9.3% |
| 1Y | +7.1% | +25.7% | -18.5% | -4.6% |
| All | +7.1% | +28.2% | -21.0% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling