+44.7%
ODFL vs CRBG
+117.3%
-72.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -1.0% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -15.3% | +2.6% | -17.9% | -16.3% |
| 3M | -27.3% | +24.0% | -51.3% | -33.9% |
| 6M | -4.5% | +50.5% | -55.0% | -20.4% |
| YTD | +15.1% | +17.1% | -2.0% | +6.4% |
| 1Y | +21.1% | +5.9% | +15.2% | +16.1% |
| 3Y | -14.1% | +122.7% | -136.8% | -39.2% |
| All | +44.7% | +117.3% | -72.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 5y: compounded portfolio wealth divided by compounded CRBG 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…
5y analysis · Full analysis span regression · 6 months rolling