+31,848.5%
ODFL vs CAG
+331.8%
+31,516.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.5% |
| 7D | +5.8% | -3.3% | +9.2% | +6.4% |
| 30D | -5.3% | +7.7% | -13.0% | -6.6% |
| 3M | -19.0% | -3.2% | -15.8% | -18.7% |
| 6M | -7.5% | +7.0% | -14.4% | -9.0% |
| YTD | +11.8% | -9.0% | +20.8% | +12.9% |
| 1Y | +29.7% | -9.6% | +39.3% | +31.1% |
| 3Y | -9.1% | -36.0% | +26.8% | -3.6% |
| 5Y | +0.2% | -40.9% | +41.1% | +7.3% |
| 10Y | +566.3% | -37.3% | +603.6% | +587.0% |
| All | +31,848.5% | +331.8% | +31,516.7% | +28,837.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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