+20.5%
ODFL vs CF
+46.5%
-26.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.2% |
| 7D | -4.4% | -3.2% | -1.3% | -4.7% |
| 30D | -6.1% | +4.3% | -10.4% | -5.2% |
| 3M | -21.9% | +2.8% | -24.7% | -21.0% |
| 6M | -17.6% | +0.6% | -18.2% | -16.6% |
| YTD | +5.6% | +56.6% | -51.0% | -3.8% |
| 1Y | +20.5% | +49.6% | -29.1% | +12.5% |
| All | +20.5% | +46.5% | -26.0% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling