+746.5%
ODFL vs CNH
+157.1%
+589.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.5% |
| 7D | -3.0% | +1.8% | -4.8% | -3.8% |
| 30D | -14.3% | +32.6% | -46.9% | -23.6% |
| 3M | -26.7% | +29.4% | -56.2% | -34.4% |
| 6M | -7.5% | +26.0% | -33.5% | -17.0% |
| YTD | +16.5% | +52.2% | -35.7% | -2.6% |
| 1Y | +23.5% | +23.9% | -0.3% | +11.3% |
| 3Y | -12.1% | +10.1% | -22.2% | -18.9% |
| 5Y | +28.9% | +13.2% | +15.8% | +14.8% |
| 10Y | +746.5% | +160.7% | +585.8% | +435.1% |
| All | +746.5% | +157.1% | +589.4% | +435.1% |
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