+723.3%
ODFL vs CG
+321.9%
+401.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | -2.8% | -9.8% | +7.0% | +1.3% |
| 30D | -13.7% | -10.3% | -3.4% | -9.9% |
| 3M | -23.4% | -1.7% | -21.7% | -23.4% |
| 6M | -7.2% | -9.8% | +2.7% | -4.3% |
| YTD | +15.6% | -25.6% | +41.2% | +28.5% |
| 1Y | +24.2% | -32.5% | +56.7% | +43.0% |
| 3Y | -12.8% | +45.6% | -58.4% | -29.2% |
| 5Y | +27.1% | +3.7% | +23.5% | +13.3% |
| All | +723.3% | +321.9% | +401.4% | +346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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