+28.9%
ODFL vs CG
+5.5%
+23.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -1.0% |
| 7D | -3.0% | -6.4% | +3.4% | -0.2% |
| 30D | -14.3% | -7.1% | -7.2% | -11.7% |
| 3M | -26.7% | -1.6% | -25.1% | -26.7% |
| 6M | -7.5% | -8.3% | +0.9% | -5.2% |
| YTD | +16.5% | -23.8% | +40.3% | +29.1% |
| 1Y | +23.5% | -28.7% | +52.3% | +40.1% |
| 3Y | -12.1% | +49.2% | -61.2% | -31.1% |
| 5Y | +28.9% | +5.5% | +23.4% | +12.9% |
| All | +28.9% | +5.5% | +23.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling