+667.6%
ODFL vs CFG
+358.5%
+309.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | -6.3% | +3.3% | -9.6% | -7.4% |
| 3M | -19.1% | -11.5% | -7.6% | -15.4% |
| 6M | -9.9% | +6.2% | -16.1% | -12.0% |
| YTD | +9.9% | +14.3% | -4.3% | +4.8% |
| 1Y | +24.4% | +26.7% | -2.3% | +14.2% |
| 3Y | -11.0% | +187.8% | -198.8% | -39.0% |
| 5Y | -1.4% | +61.3% | -62.7% | -19.9% |
| 10Y | +555.3% | +217.2% | +338.1% | +291.5% |
| All | +667.6% | +358.5% | +309.1% | +303.1% |
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