+723.3%
ODFL vs CBRE
+398.3%
+325.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -2.8% | -7.2% | +4.4% | +0.4% |
| 30D | -13.7% | -6.4% | -7.2% | -11.5% |
| 3M | -23.4% | +2.9% | -26.3% | -25.0% |
| 6M | -7.2% | +2.5% | -9.7% | -9.4% |
| YTD | +15.6% | -14.2% | +29.8% | +21.3% |
| 1Y | +24.2% | -15.1% | +39.3% | +30.7% |
| 3Y | -12.8% | +61.9% | -74.6% | -32.2% |
| 5Y | +27.1% | +42.4% | -15.3% | +2.7% |
| All | +723.3% | +398.3% | +325.0% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling