+17.6%
ODFL vs CAI
-11.0%
+28.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.4% |
| 7D | -3.0% | -3.1% | +0.1% | -2.8% |
| 30D | -14.3% | +2.7% | -17.0% | -14.5% |
| 3M | -26.7% | +41.7% | -68.4% | -29.1% |
| 6M | -7.5% | +26.5% | -34.0% | -10.4% |
| YTD | +16.5% | -10.9% | +27.5% | +15.8% |
| 1Y | +23.5% | -29.2% | +52.7% | +23.6% |
| All | +17.6% | -11.0% | +28.6% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling