+33,922.3%
ODFL vs CMS
+1,086.7%
+32,835.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -6.3% | +0.4% | -6.6% | -6.4% |
| 30D | -13.6% | -3.6% | -10.0% | -12.9% |
| 3M | -24.2% | -1.9% | -22.3% | -23.9% |
| 6M | -13.8% | -11.0% | -2.8% | -11.8% |
| YTD | +19.0% | +0.2% | +18.8% | +18.8% |
| 1Y | +25.7% | -1.3% | +27.0% | +25.6% |
| 3Y | -13.1% | +35.9% | -49.1% | -19.1% |
| 5Y | +26.7% | +23.1% | +3.6% | +19.8% |
| 10Y | +721.5% | +117.9% | +603.6% | +587.7% |
| All | +33,922.3% | +1,086.7% | +32,835.6% | +20,840.3% |
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