+731.1%
ODFL vs CFG
+396.4%
+334.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -6.3% | +1.5% | -7.8% | -6.8% |
| 30D | -13.6% | -3.8% | -9.8% | -12.3% |
| 3M | -24.2% | +11.5% | -35.7% | -27.3% |
| 6M | -13.8% | +19.2% | -33.0% | -19.2% |
| YTD | +19.0% | +23.7% | -4.7% | +10.1% |
| 1Y | +25.7% | +38.8% | -13.2% | +11.3% |
| 3Y | -13.1% | +178.9% | -192.0% | -40.2% |
| 5Y | +26.7% | +101.8% | -75.1% | -4.9% |
| 10Y | +721.5% | +317.3% | +404.2% | +342.3% |
| All | +731.1% | +396.4% | +334.8% | +323.7% |
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