-0.4%
ODFL vs CF
+114.1%
-114.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.7% |
| 7D | +5.8% | +4.8% | +1.1% | +5.6% |
| 30D | -5.3% | +4.7% | -10.0% | -5.5% |
| 3M | -19.0% | +7.4% | -26.4% | -19.3% |
| 6M | -7.5% | +0.6% | -8.1% | -7.6% |
| YTD | +11.8% | +64.1% | -52.3% | +4.4% |
| 1Y | +29.7% | +51.4% | -21.7% | +22.2% |
| 3Y | -9.1% | +67.8% | -76.9% | -16.5% |
| All | -0.4% | +114.1% | -114.5% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling