+16,738.4%
CTAS vs ODFL
+30,157.5%
-13,419.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.5% | +0.6% | -0.2% | +0.4% |
| 30D | +10.2% | -6.3% | +16.5% | +11.1% |
| 3M | +12.1% | -19.1% | +31.2% | +15.2% |
| 6M | +38.3% | -9.9% | +48.2% | +39.8% |
| YTD | +21.9% | +9.9% | +12.0% | +19.5% |
| 1Y | +24.0% | +24.4% | -0.4% | +19.4% |
| 3Y | +75.1% | -11.0% | +86.1% | +74.2% |
| 5Y | +116.9% | -1.4% | +118.4% | +110.9% |
| 10Y | +821.3% | +555.3% | +266.0% | +618.0% |
| All | +16,738.4% | +30,157.5% | -13,419.1% | +9,424.1% |
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