+28.0%
ODFL vs CMS
+26.5%
+1.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.2% | +1.2% | -1.1% | -0.2% |
| 30D | -13.4% | -3.2% | -10.3% | -12.6% |
| 3M | -24.2% | -2.2% | -22.0% | -23.8% |
| 6M | -3.3% | -9.4% | +6.1% | -0.7% |
| YTD | +19.8% | +0.7% | +19.1% | +19.1% |
| 1Y | +24.5% | +0.4% | +24.2% | +23.7% |
| 3Y | -9.6% | +35.2% | -44.8% | -19.2% |
| 5Y | +28.0% | +24.1% | +3.9% | +18.0% |
| All | +28.0% | +26.5% | +1.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling