-13.1%
ODFL vs CLX
-35.1%
+22.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | -3.0% | -4.9% | +1.9% | -1.9% |
| 30D | -14.3% | -15.8% | +1.6% | -10.8% |
| 3M | -26.7% | -7.9% | -18.8% | -25.5% |
| 6M | -7.5% | -19.0% | +11.6% | -3.2% |
| YTD | +16.5% | -7.9% | +24.5% | +18.5% |
| 1Y | +23.5% | -25.4% | +48.9% | +30.1% |
| All | -13.1% | -35.1% | +22.0% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling