+746.5%
ODFL vs CFG
+308.1%
+438.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -14.3% | -4.5% | -9.7% | -12.8% |
| 3M | -26.7% | +6.3% | -33.1% | -28.4% |
| 6M | -7.5% | +20.6% | -28.1% | -13.7% |
| YTD | +16.5% | +21.2% | -4.7% | +8.6% |
| 1Y | +23.5% | +38.2% | -14.7% | +9.6% |
| 3Y | -12.1% | +185.9% | -198.0% | -39.7% |
| 5Y | +28.9% | +97.0% | -68.1% | -2.1% |
| 10Y | +746.5% | +306.8% | +439.7% | +356.4% |
| All | +746.5% | +308.1% | +438.4% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling