+28.9%
ODFL vs CRL
-37.6%
+66.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -3.0% | -4.6% | +1.6% | -1.5% |
| 30D | -14.3% | +0.5% | -14.7% | -14.5% |
| 3M | -26.7% | +46.6% | -73.3% | -36.3% |
| 6M | -7.5% | +57.3% | -64.7% | -22.5% |
| YTD | +16.5% | +39.5% | -23.0% | +1.7% |
| 1Y | +23.5% | +76.9% | -53.3% | -1.5% |
| 3Y | -12.1% | +39.4% | -51.4% | -27.7% |
| 5Y | +28.9% | -37.2% | +66.1% | +31.4% |
| All | +28.9% | -37.6% | +66.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling