+33,922.3%
ODFL vs CP
+9,332.5%
+24,589.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -6.3% | -2.7% | -3.6% | -5.1% |
| 30D | -13.6% | +0.2% | -13.8% | -13.6% |
| 3M | -24.2% | +2.6% | -26.7% | -24.9% |
| 6M | -13.8% | +6.0% | -19.8% | -15.7% |
| YTD | +19.0% | +24.9% | -5.9% | +8.4% |
| 1Y | +25.7% | +20.1% | +5.6% | +16.5% |
| 3Y | -13.1% | +16.4% | -29.5% | -18.5% |
| 5Y | +26.7% | +31.7% | -5.1% | +12.6% |
| 10Y | +721.5% | +223.9% | +497.6% | +407.8% |
| All | +33,922.3% | +9,332.5% | +24,589.8% | +9,606.8% |
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