+30,655.0%
ODFL vs CMS
+1,119.4%
+29,535.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -5.4% | +0.5% | -5.9% | -5.5% |
| 30D | -7.7% | +7.4% | -15.1% | -9.0% |
| 3M | -20.8% | +1.9% | -22.7% | -21.2% |
| 6M | -15.0% | -2.3% | -12.7% | -14.8% |
| YTD | +7.6% | +3.0% | +4.6% | +6.7% |
| 1Y | +22.7% | -2.8% | +25.5% | +23.1% |
| 3Y | -12.9% | +37.9% | -50.8% | -19.1% |
| 5Y | -0.1% | +34.0% | -34.0% | -7.0% |
| 10Y | +550.4% | +138.1% | +412.3% | +435.4% |
| All | +30,655.0% | +1,119.4% | +29,535.6% | +18,720.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling