+546.0%
ODFL vs CLX
+32.0%
+514.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +5.8% | +9.5% | -3.7% | +3.7% |
| 30D | -5.3% | +30.7% | -36.0% | -10.9% |
| 3M | -19.0% | +4.2% | -23.2% | -19.9% |
| 6M | -7.5% | +22.1% | -29.6% | -12.0% |
| YTD | +11.8% | +14.1% | -2.3% | +7.8% |
| 1Y | +29.7% | +10.3% | +19.3% | +25.9% |
| 3Y | -9.1% | -7.8% | -1.3% | -9.3% |
| 5Y | +0.2% | -20.8% | +21.1% | +1.9% |
| All | +546.0% | +32.0% | +514.0% | +517.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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