+33,922.3%
ODFL vs CHD
+6,057.0%
+27,865.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.3% | -2.7% | -3.6% | -5.7% |
| 30D | -13.6% | -4.6% | -9.0% | -12.8% |
| 3M | -24.2% | +5.0% | -29.2% | -25.1% |
| 6M | -13.8% | -3.2% | -10.6% | -13.4% |
| YTD | +19.0% | +18.6% | +0.4% | +14.4% |
| 1Y | +25.7% | +4.8% | +20.9% | +24.0% |
| 3Y | -13.1% | +6.1% | -19.3% | -15.1% |
| 5Y | +26.7% | +24.0% | +2.7% | +19.3% |
| 10Y | +721.5% | +124.5% | +597.0% | +579.9% |
| All | +33,922.3% | +6,057.0% | +27,865.3% | +22,132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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