-13.1%
ODFL vs CBRE
+63.2%
-76.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.9% |
| 7D | -3.0% | -1.7% | -1.3% | -2.5% |
| 30D | -14.3% | -3.0% | -11.3% | -13.6% |
| 3M | -26.7% | +2.6% | -29.4% | -28.3% |
| 6M | -7.5% | +2.0% | -9.5% | -9.6% |
| YTD | +16.5% | -13.1% | +29.7% | +21.7% |
| 1Y | +23.5% | -13.8% | +37.4% | +29.2% |
| All | -13.1% | +63.2% | -76.2% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling