+14,736.5%
CTAS vs ODFL
+32,662.3%
-17,925.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | -6.3% | +4.5% | -1.0% |
| 30D | -0.2% | -13.6% | +13.4% | +1.7% |
| 3M | +11.7% | -24.2% | +35.9% | +15.8% |
| 6M | +0.7% | -13.8% | +14.5% | +2.4% |
| YTD | +7.4% | +19.0% | -11.6% | +4.3% |
| 1Y | -2.1% | +25.7% | -27.8% | -5.8% |
| 3Y | +62.9% | -13.1% | +76.1% | +62.7% |
| 5Y | +111.9% | +26.7% | +85.2% | +99.6% |
| 10Y | +652.2% | +721.5% | -69.3% | +471.8% |
| All | +14,736.5% | +32,662.3% | -17,925.8% | +8,211.7% |
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