+292.7%
ODFL vs CLBK
+66.9%
+225.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +0.2% | +1.1% | -1.0% | -0.3% |
| 30D | -13.4% | +7.8% | -21.2% | -16.2% |
| 3M | -24.2% | +23.9% | -48.0% | -31.0% |
| 6M | -3.3% | +42.3% | -45.6% | -17.1% |
| YTD | +19.8% | +65.4% | -45.6% | -3.4% |
| 1Y | +24.5% | +70.3% | -45.8% | -1.0% |
| 3Y | -9.6% | +54.5% | -64.1% | -26.6% |
| 5Y | +28.0% | +43.1% | -15.1% | +1.0% |
| All | +292.7% | +66.9% | +225.9% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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