+550.4%
ODFL vs CP
+255.2%
+295.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -5.4% | +2.8% | -8.2% | -7.1% |
| 30D | -7.7% | +11.0% | -18.7% | -13.7% |
| 3M | -20.8% | +3.8% | -24.7% | -22.7% |
| 6M | -15.0% | +9.5% | -24.5% | -19.8% |
| YTD | +7.6% | +28.2% | -20.6% | -8.0% |
| 1Y | +22.7% | +33.0% | -10.2% | +2.7% |
| 3Y | -12.9% | +35.5% | -48.4% | -28.5% |
| 5Y | -0.1% | +25.8% | -25.8% | -15.1% |
| 10Y | +550.4% | +250.7% | +299.7% | +198.9% |
| All | +550.4% | +255.2% | +295.2% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling