+27.3%
ODFL vs CRS
+1,363.4%
-1,336.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.3% | -6.8% | +3.5% | -1.6% |
| 30D | -15.3% | -16.1% | +0.8% | -11.6% |
| 3M | -27.3% | -21.2% | -6.2% | -23.3% |
| 6M | -4.5% | +8.7% | -13.2% | -7.3% |
| YTD | +15.1% | +41.0% | -25.8% | +4.5% |
| 1Y | +21.1% | +82.7% | -61.6% | +1.6% |
| 3Y | -14.1% | +604.8% | -618.9% | -52.8% |
| All | +27.3% | +1,363.4% | -1,336.1% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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