+671.2%
CTAS vs ODFL
+745.7%
-74.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.3% | -2.8% | +1.5% | -0.3% |
| 30D | -3.1% | -13.7% | +10.6% | +2.0% |
| 3M | +10.3% | -23.4% | +33.6% | +20.9% |
| 6M | +1.6% | -7.2% | +8.8% | +3.2% |
| YTD | +6.3% | +15.6% | -9.3% | -1.6% |
| 1Y | -0.5% | +24.2% | -24.6% | -10.9% |
| 3Y | +64.6% | -12.8% | +77.3% | +61.0% |
| 5Y | +106.0% | +27.1% | +78.9% | +60.7% |
| All | +671.2% | +745.7% | -74.4% | +175.3% |
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 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