-14.8%
ODFL vs CP
+26.5%
-41.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.0% |
| 7D | -4.4% | +2.8% | -7.2% | -6.4% |
| 30D | -6.1% | +10.2% | -16.3% | -12.6% |
| 3M | -21.9% | +2.4% | -24.2% | -23.1% |
| 6M | -17.6% | +7.7% | -25.2% | -21.9% |
| YTD | +5.6% | +26.0% | -20.4% | -10.3% |
| 1Y | +20.5% | +34.6% | -14.1% | -2.1% |
| 3Y | -14.8% | +26.7% | -41.5% | -25.2% |
| All | -14.8% | +26.5% | -41.3% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling