+33,922.3%
ODFL vs CPB
+213.4%
+33,709.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.7% |
| 7D | -6.3% | -8.6% | +2.3% | -4.7% |
| 30D | -13.6% | -7.2% | -6.4% | -12.4% |
| 3M | -24.2% | +0.9% | -25.1% | -24.5% |
| 6M | -13.8% | -11.8% | -2.0% | -12.1% |
| YTD | +19.0% | -19.4% | +38.5% | +23.3% |
| 1Y | +25.7% | -30.4% | +56.1% | +33.6% |
| 3Y | -13.1% | -40.2% | +27.0% | -5.9% |
| 5Y | +26.7% | -39.5% | +66.2% | +35.9% |
| 10Y | +721.5% | -47.4% | +768.9% | +779.0% |
| All | +33,922.3% | +213.4% | +33,709.0% | +27,602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling