+746.5%
ODFL vs CMS
+116.0%
+630.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -14.3% | -1.3% | -13.0% | -14.0% |
| 3M | -26.7% | -5.4% | -21.3% | -25.6% |
| 6M | -7.5% | -10.3% | +2.9% | -4.7% |
| YTD | +16.5% | -0.2% | +16.8% | +16.2% |
| 1Y | +23.5% | -0.9% | +24.4% | +23.2% |
| 3Y | -12.1% | +34.0% | -46.0% | -20.5% |
| 5Y | +28.9% | +23.6% | +5.4% | +18.7% |
| 10Y | +746.5% | +122.2% | +624.2% | +704.9% |
| All | +746.5% | +116.0% | +630.5% | +704.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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