+28.9%
ODFL vs CBRE
+42.7%
-13.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.8% |
| 7D | -3.0% | -1.7% | -1.3% | -2.3% |
| 30D | -14.3% | -3.0% | -11.3% | -13.4% |
| 3M | -26.7% | +2.6% | -29.4% | -28.6% |
| 6M | -7.5% | +2.0% | -9.5% | -10.0% |
| YTD | +16.5% | -13.1% | +29.7% | +22.4% |
| 1Y | +23.5% | -13.8% | +37.4% | +30.0% |
| 3Y | -12.1% | +63.9% | -75.9% | -37.7% |
| 5Y | +28.9% | +42.3% | -13.4% | -3.8% |
| All | +28.9% | +42.7% | -13.8% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling