+5,283.2%
ODFL vs CF
+5,315.1%
-31.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -4.4% | -3.2% | -1.3% | -3.9% |
| 30D | -6.1% | +4.3% | -10.4% | -7.3% |
| 3M | -21.9% | +2.8% | -24.7% | -23.0% |
| 6M | -17.6% | +0.6% | -18.2% | -18.9% |
| YTD | +5.6% | +56.6% | -51.0% | -9.7% |
| 1Y | +20.5% | +49.6% | -29.1% | +4.2% |
| 3Y | -14.8% | +61.5% | -76.3% | -29.7% |
| 5Y | -3.0% | +124.0% | -126.9% | -30.9% |
| 10Y | +607.6% | +573.2% | +34.5% | +235.7% |
| All | +5,283.2% | +5,315.1% | -31.9% | +821.0% |
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