+5,967.1%
ODFL vs CF
+5,948.3%
+18.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | -6.3% | +6.0% | -12.3% | -7.8% |
| 30D | -13.6% | +14.8% | -28.4% | -16.8% |
| 3M | -24.2% | +14.1% | -38.2% | -27.1% |
| 6M | -13.8% | +28.5% | -42.3% | -21.7% |
| YTD | +19.0% | +74.9% | -55.9% | -0.6% |
| 1Y | +25.7% | +61.7% | -36.0% | +6.8% |
| 3Y | -13.1% | +80.3% | -93.4% | -30.2% |
| 5Y | +26.7% | +226.0% | -199.3% | -18.7% |
| 10Y | +721.5% | +569.9% | +151.6% | +291.8% |
| All | +5,967.1% | +5,948.3% | +18.8% | +914.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling