+592.4%
ODFL vs CMS
+127.7%
+464.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | -6.1% | +7.1% | -13.2% | -8.0% |
| 3M | -20.9% | -1.3% | -19.6% | -20.6% |
| 6M | -13.6% | -2.7% | -10.9% | -13.1% |
| YTD | +9.4% | +2.6% | +6.8% | +8.2% |
| 1Y | +22.9% | -2.0% | +24.9% | +23.2% |
| 3Y | -9.8% | +39.6% | -49.4% | -19.5% |
| 5Y | -0.4% | +35.3% | -35.7% | -10.8% |
| 10Y | +592.4% | +132.3% | +460.1% | +584.2% |
| All | +592.4% | +127.7% | +464.7% | +584.2% |
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