+664.1%
ODFL vs CFG
+360.2%
+304.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -6.1% | +3.2% | -9.3% | -7.2% |
| 3M | -20.9% | -9.7% | -11.2% | -17.9% |
| 6M | -13.6% | +3.6% | -17.2% | -14.8% |
| YTD | +9.4% | +14.7% | -5.2% | +4.1% |
| 1Y | +22.9% | +29.6% | -6.7% | +12.0% |
| 3Y | -9.8% | +190.6% | -200.4% | -38.4% |
| 5Y | -0.4% | +67.1% | -67.4% | -20.0% |
| 10Y | +592.4% | +237.0% | +355.4% | +304.2% |
| All | +664.1% | +360.2% | +304.0% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling