+723.3%
ODFL vs CRL
+249.3%
+474.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | -2.8% | -6.9% | +4.1% | -0.3% |
| 30D | -13.7% | -3.2% | -10.5% | -12.7% |
| 3M | -23.4% | +46.5% | -69.9% | -34.1% |
| 6M | -7.2% | +63.1% | -70.3% | -24.4% |
| YTD | +15.6% | +36.9% | -21.2% | +0.4% |
| 1Y | +24.2% | +78.1% | -53.9% | -3.2% |
| 3Y | -12.8% | +36.7% | -49.4% | -29.2% |
| 5Y | +27.1% | -38.1% | +65.2% | +37.0% |
| All | +723.3% | +249.3% | +474.0% | +358.5% |
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