-14.8%
ODFL vs CF
+57.7%
-72.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.3% |
| 7D | -4.4% | -3.2% | -1.3% | -4.4% |
| 30D | -6.1% | +4.3% | -10.4% | -5.9% |
| 3M | -21.9% | +2.8% | -24.7% | -21.7% |
| 6M | -17.6% | +0.6% | -18.2% | -17.4% |
| YTD | +5.6% | +56.6% | -51.0% | -0.8% |
| 1Y | +20.5% | +49.6% | -29.1% | +13.7% |
| 3Y | -14.8% | +61.5% | -76.3% | -21.7% |
| All | -14.8% | +57.7% | -72.5% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling