+746.5%
ODFL vs CDW
+262.5%
+484.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.0% |
| 7D | -3.0% | -4.2% | +1.2% | -1.2% |
| 30D | -14.3% | +4.9% | -19.1% | -16.7% |
| 3M | -26.7% | +7.3% | -34.0% | -30.3% |
| 6M | -7.5% | +19.2% | -26.7% | -19.1% |
| YTD | +16.5% | +6.2% | +10.4% | +8.1% |
| 1Y | +23.5% | -14.0% | +37.5% | +26.8% |
| 3Y | -12.1% | -30.0% | +17.9% | -1.8% |
| 5Y | +28.9% | -23.6% | +52.5% | +35.5% |
| 10Y | +746.5% | +269.4% | +477.1% | +340.9% |
| All | +746.5% | +262.5% | +484.0% | +340.9% |
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