+550.8%
ODFL vs CNH
+113.9%
+437.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | -5.0% | +6.7% | -11.6% | -7.3% |
| 30D | -6.3% | +7.2% | -13.5% | -8.9% |
| 3M | -18.5% | +17.5% | -36.0% | -24.5% |
| 6M | -12.4% | +15.0% | -27.3% | -18.9% |
| YTD | +9.2% | +36.8% | -27.6% | -5.6% |
| 1Y | +23.0% | +27.6% | -4.7% | +9.1% |
| 3Y | -11.6% | +34.3% | -45.9% | -24.2% |
| 5Y | +0.1% | -12.2% | +12.4% | -2.7% |
| 10Y | +550.8% | +113.9% | +437.0% | +355.5% |
| All | +550.8% | +113.9% | +437.0% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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