+541.4%
ODFL vs CDW
+329.0%
+212.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -3.0% |
| 7D | -5.4% | +13.1% | -18.5% | -11.0% |
| 30D | -7.7% | +19.1% | -26.8% | -15.5% |
| 3M | -20.8% | +24.7% | -45.6% | -29.9% |
| 6M | -15.0% | +63.4% | -78.4% | -35.3% |
| YTD | +7.6% | +26.3% | -18.7% | -9.1% |
| 1Y | +22.7% | +20.6% | +2.1% | +6.1% |
| 3Y | -12.9% | -16.3% | +3.4% | -11.4% |
| 5Y | -0.1% | -3.9% | +3.9% | -6.6% |
| All | +541.4% | +329.0% | +212.4% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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