+16.7%
ODFL vs CAI
-11.0%
+27.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.8% | -5.1% | +2.3% | -2.4% |
| 30D | -13.7% | +3.9% | -17.5% | -14.0% |
| 3M | -23.4% | +40.1% | -63.5% | -25.7% |
| 6M | -7.2% | +29.7% | -36.8% | -10.3% |
| YTD | +15.6% | -10.9% | +26.5% | +14.9% |
| 1Y | +24.2% | -28.0% | +52.2% | +24.2% |
| All | +16.7% | -11.0% | +27.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling