+815.5%
CTAS vs ODFL
+559.8%
+255.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | +2.0% | +5.8% | -3.9% | -0.1% |
| 30D | +8.7% | -5.3% | +14.0% | +10.5% |
| 3M | +13.3% | -19.0% | +32.2% | +21.5% |
| 6M | +39.4% | -7.5% | +46.9% | +41.7% |
| YTD | +21.5% | +11.8% | +9.7% | +13.2% |
| 1Y | +21.9% | +29.7% | -7.8% | +7.0% |
| 3Y | +73.6% | -9.1% | +82.8% | +65.8% |
| 5Y | +116.2% | +0.2% | +116.0% | +88.6% |
| All | +815.5% | +559.8% | +255.7% | +240.2% |
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 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