+30,087.6%
ODFL vs CMS
+1,099.2%
+28,988.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | -6.1% | +6.3% | -12.4% | -7.3% |
| 3M | -21.9% | -2.1% | -19.8% | -21.5% |
| 6M | -17.6% | -5.1% | -12.5% | -16.8% |
| YTD | +5.6% | +1.3% | +4.4% | +5.1% |
| 1Y | +20.5% | -1.4% | +21.9% | +20.6% |
| 3Y | -14.8% | +36.9% | -51.7% | -20.8% |
| 5Y | -3.0% | +32.5% | -35.5% | -9.5% |
| 10Y | +607.6% | +126.8% | +480.9% | +487.9% |
| All | +30,087.6% | +1,099.2% | +28,988.4% | +18,438.3% |
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