+550.4%
ODFL vs CFG
+230.2%
+320.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -5.4% | +0.7% | -6.1% | -5.6% |
| 30D | -7.7% | +2.8% | -10.4% | -8.6% |
| 3M | -20.8% | -10.1% | -10.7% | -17.7% |
| 6M | -15.0% | +3.2% | -18.2% | -16.1% |
| YTD | +7.6% | +14.2% | -6.6% | +2.6% |
| 1Y | +22.7% | +27.4% | -4.7% | +12.6% |
| 3Y | -12.9% | +187.6% | -200.5% | -39.9% |
| 5Y | -0.1% | +65.7% | -65.8% | -19.3% |
| 10Y | +550.4% | +219.7% | +330.7% | +280.7% |
| All | +550.4% | +230.2% | +320.2% | +280.7% |
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