+1,325.8%
CRWD vs ODFL
+296.4%
+1,029.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.0% | -3.3% | +0.3% | -1.7% |
| 30D | -6.8% | -15.3% | +8.5% | -0.3% |
| 3M | +19.6% | -27.3% | +46.9% | +35.3% |
| 6M | +87.1% | -4.5% | +91.6% | +87.1% |
| YTD | +76.4% | +15.1% | +61.3% | +60.5% |
| 1Y | +90.8% | +21.1% | +69.7% | +68.3% |
| 3Y | +380.0% | -14.1% | +394.1% | +371.5% |
| 5Y | +215.6% | +26.6% | +189.0% | +142.9% |
| All | +1,325.8% | +296.4% | +1,029.4% | +570.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling