+546.0%
ODFL vs CRL
+350.3%
+195.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -5.3% | +11.9% | -17.2% | -10.0% |
| 3M | -19.0% | +20.2% | -39.1% | -25.3% |
| 6M | -7.5% | +107.5% | -115.0% | -31.4% |
| YTD | +11.8% | +69.4% | -57.6% | -11.6% |
| 1Y | +29.7% | +99.7% | -70.1% | -3.7% |
| 3Y | -9.1% | +98.8% | -107.9% | -36.9% |
| 5Y | +0.2% | -12.4% | +12.6% | -5.9% |
| All | +546.0% | +350.3% | +195.8% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling