+725.3%
ODFL vs CF
+575.3%
+150.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | -6.3% | +6.0% | -12.3% | -7.3% |
| 30D | -13.6% | +14.8% | -28.4% | -15.9% |
| 3M | -24.2% | +14.1% | -38.2% | -26.2% |
| 6M | -13.8% | +28.5% | -42.3% | -19.8% |
| YTD | +19.0% | +74.9% | -55.9% | +3.4% |
| 1Y | +25.7% | +61.7% | -36.0% | +10.8% |
| 3Y | -13.1% | +80.3% | -93.4% | -26.9% |
| 5Y | +26.7% | +226.0% | -199.3% | -13.8% |
| All | +725.3% | +575.3% | +150.0% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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