+30,087.6%
ODFL vs CP
+9,411.9%
+20,675.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | -4.4% | +2.8% | -7.2% | -5.5% |
| 30D | -6.1% | +10.2% | -16.3% | -9.9% |
| 3M | -21.9% | +2.4% | -24.2% | -22.6% |
| 6M | -17.6% | +7.7% | -25.2% | -20.0% |
| YTD | +5.6% | +26.0% | -20.4% | -4.0% |
| 1Y | +20.5% | +34.6% | -14.1% | +6.6% |
| 3Y | -14.8% | +26.7% | -41.5% | -22.8% |
| 5Y | -3.0% | +24.9% | -27.9% | -11.7% |
| 10Y | +607.6% | +258.6% | +349.0% | +321.6% |
| All | +30,087.6% | +9,411.9% | +20,675.7% | +8,488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling