+31,321.3%
ODFL vs CPB
+227.6%
+31,093.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +0.6% | -5.8% | +6.4% | +1.8% |
| 30D | -6.3% | +16.5% | -22.7% | -9.1% |
| 3M | -19.1% | -1.1% | -18.0% | -19.2% |
| 6M | -9.9% | +11.5% | -21.4% | -12.2% |
| YTD | +9.9% | -15.7% | +25.7% | +12.7% |
| 1Y | +24.4% | -24.7% | +49.1% | +30.2% |
| 3Y | -11.0% | -37.3% | +26.3% | -4.5% |
| 5Y | -1.4% | -35.0% | +33.6% | +4.2% |
| 10Y | +555.3% | -41.0% | +596.3% | +584.3% |
| All | +31,321.3% | +227.6% | +31,093.7% | +25,223.1% |
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