+22.7%
ODFL vs CNH
+27.3%
-4.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.3% |
| 7D | -5.4% | +4.5% | -10.0% | -6.8% |
| 30D | -7.7% | +7.6% | -15.3% | -10.0% |
| 3M | -20.8% | +17.0% | -37.8% | -26.7% |
| 6M | -15.0% | +12.9% | -28.0% | -20.3% |
| YTD | +7.6% | +34.3% | -26.6% | -10.3% |
| 1Y | +22.7% | +28.5% | -5.8% | +4.5% |
| All | +22.7% | +27.3% | -4.6% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling