+28.0%
ODFL vs CFG
+100.9%
-72.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +0.2% | +2.7% | -2.5% | -1.1% |
| 30D | -13.4% | -3.7% | -9.7% | -11.9% |
| 3M | -24.2% | +9.5% | -33.6% | -27.4% |
| 6M | -3.3% | +22.2% | -25.6% | -12.1% |
| YTD | +19.8% | +22.3% | -2.6% | +9.1% |
| 1Y | +24.5% | +39.4% | -14.9% | +6.8% |
| 3Y | -9.6% | +188.5% | -198.1% | -42.6% |
| 5Y | +28.0% | +101.5% | -73.5% | -2.0% |
| All | +28.0% | +100.9% | -72.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling