+1,166.5%
ODFL vs CNH
+64.7%
+1,101.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | -1.3% |
| 7D | -6.3% | +23.3% | -29.6% | -13.2% |
| 30D | -13.6% | +33.5% | -47.1% | -22.5% |
| 3M | -24.2% | +32.7% | -56.9% | -32.1% |
| 6M | -13.8% | +22.2% | -36.0% | -21.0% |
| YTD | +19.0% | +57.7% | -38.6% | -0.2% |
| 1Y | +25.7% | +28.0% | -2.3% | +13.0% |
| 3Y | -13.1% | +11.5% | -24.7% | -19.7% |
| 5Y | +26.7% | +11.9% | +14.8% | +14.5% |
| 10Y | +721.5% | +162.8% | +558.7% | +446.7% |
| All | +1,166.5% | +64.7% | +1,101.8% | +795.8% |
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 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