+2,689.8%
ODFL vs CPAY
+1,533.9%
+1,155.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -2.8% | -2.7% | -0.1% | -1.7% |
| 30D | -13.7% | +0.6% | -14.2% | -13.9% |
| 3M | -23.4% | +17.0% | -40.4% | -28.6% |
| 6M | -7.2% | +24.1% | -31.3% | -16.3% |
| YTD | +15.6% | +35.7% | -20.1% | -0.5% |
| 1Y | +24.2% | +34.0% | -9.8% | +7.0% |
| 3Y | -12.8% | +50.3% | -63.0% | -29.4% |
| 5Y | +27.1% | +56.7% | -29.5% | -1.0% |
| 10Y | +739.9% | +153.9% | +586.0% | +404.7% |
| All | +2,689.8% | +1,533.9% | +1,155.9% | +654.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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