-12.6%
ODFL vs CART
+40.2%
-52.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +5.8% | +1.3% | +4.5% | +5.7% |
| 30D | -5.3% | +19.2% | -24.5% | -6.7% |
| 3M | -19.0% | +17.6% | -36.5% | -20.2% |
| 6M | -7.5% | +47.4% | -54.8% | -10.7% |
| YTD | +11.8% | +30.9% | -19.1% | +8.4% |
| 1Y | +29.7% | +46.0% | -16.3% | +24.2% |
| 3Y | -9.1% | +130.3% | -139.5% | -17.4% |
| All | -12.6% | +40.2% | -52.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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