+24.2%
ODFL vs CNH
+20.2%
+4.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.1% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -13.7% | +27.0% | -40.7% | -21.5% |
| 3M | -23.4% | +32.6% | -56.0% | -32.1% |
| 6M | -7.2% | +23.6% | -30.7% | -15.1% |
| YTD | +15.6% | +47.8% | -32.2% | -3.5% |
| 1Y | +24.2% | +21.3% | +2.9% | +9.9% |
| All | +24.2% | +20.2% | +4.0% | +9.9% |
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