+224.3%
CTVA vs ODFL
+312.4%
-88.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | +12.0% | -13.4% | +25.5% | +16.3% |
| 3M | +13.5% | -24.2% | +37.6% | +21.9% |
| 6M | +12.1% | -3.3% | +15.4% | +11.5% |
| YTD | +29.0% | +19.8% | +9.2% | +19.3% |
| 1Y | +18.9% | +24.5% | -5.7% | +8.0% |
| 3Y | +78.9% | -9.6% | +88.5% | +73.6% |
| 5Y | +105.2% | +28.0% | +77.2% | +62.8% |
| All | +224.3% | +312.4% | -88.2% | +11.0% |
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