+5,384.4%
ODFL vs CF
+5,449.8%
-65.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.3% |
| 7D | -5.4% | +4.8% | -10.2% | -6.7% |
| 30D | -7.7% | +9.7% | -17.4% | -10.0% |
| 3M | -20.8% | +1.2% | -22.1% | -21.6% |
| 6M | -15.0% | +7.4% | -22.4% | -17.8% |
| YTD | +7.6% | +60.5% | -52.9% | -8.6% |
| 1Y | +22.7% | +50.7% | -28.0% | +5.9% |
| 3Y | -12.9% | +64.8% | -77.7% | -28.5% |
| 5Y | -0.1% | +115.8% | -115.9% | -27.9% |
| 10Y | +550.4% | +481.0% | +69.4% | +222.5% |
| All | +5,384.4% | +5,449.8% | -65.4% | +832.4% |
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