+1,340.4%
CRWD vs ODFL
+298.0%
+1,042.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -2.8% | -2.8% | 0.0% | -1.7% |
| 30D | -5.9% | -13.7% | +7.8% | -0.1% |
| 3M | +29.0% | -23.4% | +52.3% | +42.9% |
| 6M | +91.5% | -7.2% | +98.6% | +93.8% |
| YTD | +78.2% | +15.6% | +62.6% | +61.8% |
| 1Y | +96.6% | +24.2% | +72.5% | +71.5% |
| 3Y | +397.0% | -12.8% | +409.8% | +384.5% |
| 5Y | +218.9% | +27.1% | +191.7% | +144.9% |
| All | +1,340.4% | +298.0% | +1,042.4% | +576.3% |
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