-10.2%
ODFL vs CNH
+13.8%
-24.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.5% |
| 7D | -6.3% | +23.3% | -29.6% | -14.1% |
| 30D | -13.6% | +33.5% | -47.1% | -23.7% |
| 3M | -24.2% | +32.7% | -56.9% | -33.2% |
| 6M | -13.8% | +22.2% | -36.0% | -21.7% |
| YTD | +19.0% | +57.7% | -38.6% | -3.5% |
| 1Y | +25.7% | +28.0% | -2.3% | +11.1% |
| All | -10.2% | +13.8% | -24.0% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling