-12.9%
ODFL vs CPB
-36.1%
+23.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -5.4% | +2.9% | -8.3% | -6.1% |
| 30D | -7.7% | +17.6% | -25.3% | -11.2% |
| 3M | -20.8% | +2.0% | -22.9% | -21.6% |
| 6M | -15.0% | +11.6% | -26.7% | -17.7% |
| YTD | +7.6% | -13.8% | +21.4% | +9.9% |
| 1Y | +22.7% | -21.6% | +44.3% | +28.0% |
| 3Y | -12.9% | -35.8% | +22.9% | -1.8% |
| All | -12.9% | -36.1% | +23.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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