+546.0%
ODFL vs CP
+257.3%
+288.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +5.8% | +2.1% | +3.7% | +4.4% |
| 30D | -5.3% | +9.3% | -14.7% | -10.6% |
| 3M | -19.0% | +0.5% | -19.4% | -19.1% |
| 6M | -7.5% | +10.4% | -17.9% | -13.2% |
| YTD | +11.8% | +28.7% | -16.9% | -4.7% |
| 1Y | +29.7% | +33.2% | -3.5% | +8.3% |
| 3Y | -9.1% | +38.4% | -47.6% | -26.5% |
| 5Y | +0.2% | +26.2% | -26.0% | -15.1% |
| All | +546.0% | +257.3% | +288.7% | +187.8% |
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