+1,669.4%
ODFL vs CG
+278.1%
+1,391.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.3% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | -6.3% | +5.7% | -12.0% | -8.5% |
| 3M | -19.1% | -17.9% | -1.2% | -13.3% |
| 6M | -9.9% | -20.2% | +10.3% | -3.0% |
| YTD | +9.9% | -32.0% | +41.9% | +25.0% |
| 1Y | +24.4% | -27.0% | +51.4% | +37.7% |
| 3Y | -11.0% | +42.8% | -53.8% | -25.6% |
| 5Y | -1.4% | -23.4% | +22.0% | -0.9% |
| 10Y | +555.3% | +278.2% | +277.1% | +282.7% |
| All | +1,669.4% | +278.1% | +1,391.4% | +888.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling