-11.2%
ODFL vs CRL
+100.7%
-111.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -5.0% | +5.0% | -10.0% | -6.3% |
| 30D | -6.3% | +13.5% | -19.8% | -10.3% |
| 3M | -18.5% | +21.5% | -40.0% | -23.8% |
| 6M | -12.4% | +103.4% | -115.8% | -30.9% |
| YTD | +9.2% | +71.8% | -62.6% | -9.9% |
| 1Y | +23.0% | +97.5% | -74.5% | -3.0% |
| All | -11.2% | +100.7% | -111.9% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling