+1,044.8%
ODFL vs CNH
+40.2%
+1,004.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.2% |
| 7D | -5.4% | +4.5% | -10.0% | -7.0% |
| 30D | -7.7% | +7.6% | -15.3% | -10.2% |
| 3M | -20.8% | +17.0% | -37.8% | -26.1% |
| 6M | -15.0% | +12.9% | -28.0% | -20.4% |
| YTD | +7.6% | +34.3% | -26.6% | -5.3% |
| 1Y | +22.7% | +28.5% | -5.8% | +9.6% |
| 3Y | -12.9% | +31.9% | -44.7% | -23.8% |
| 5Y | -0.1% | -9.6% | +9.5% | -3.4% |
| 10Y | +550.4% | +106.3% | +444.1% | +364.0% |
| All | +1,044.8% | +40.2% | +1,004.6% | +750.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling