+746.5%
ODFL vs CP
+224.3%
+522.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | -3.0% | +0.6% | -3.6% | -3.4% |
| 30D | -14.3% | -0.5% | -13.8% | -14.0% |
| 3M | -26.7% | +0.1% | -26.8% | -26.7% |
| 6M | -7.5% | +7.8% | -15.3% | -11.8% |
| YTD | +16.5% | +22.9% | -6.3% | +2.3% |
| 1Y | +23.5% | +21.3% | +2.2% | +9.4% |
| 3Y | -12.1% | +20.4% | -32.4% | -22.4% |
| 5Y | +28.9% | +34.9% | -6.0% | +5.0% |
| 10Y | +746.5% | +233.3% | +513.1% | +296.4% |
| All | +746.5% | +224.3% | +522.1% | +296.4% |
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