+33,922.3%
ODFL vs CAG
+348.6%
+33,573.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -6.3% | -3.8% | -2.5% | -5.7% |
| 30D | -13.6% | +3.1% | -16.7% | -14.1% |
| 3M | -24.2% | +23.5% | -47.7% | -27.0% |
| 6M | -13.8% | -14.8% | +1.1% | -11.7% |
| YTD | +19.0% | -5.4% | +24.5% | +19.7% |
| 1Y | +25.7% | -11.8% | +37.5% | +27.7% |
| 3Y | -13.1% | -36.7% | +23.5% | -7.6% |
| 5Y | +26.7% | -40.3% | +66.9% | +35.5% |
| 10Y | +721.5% | -37.0% | +758.5% | +746.0% |
| All | +33,922.3% | +348.6% | +33,573.7% | +30,574.1% |
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