+33,206.7%
ODFL vs CRS
+8,675.8%
+24,530.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | -14.3% | -18.1% | +3.8% | -9.9% |
| 3M | -26.7% | -12.4% | -14.3% | -24.6% |
| 6M | -7.5% | +15.9% | -23.4% | -11.8% |
| YTD | +16.5% | +45.8% | -29.3% | +4.4% |
| 1Y | +23.5% | +87.8% | -64.2% | +2.2% |
| 3Y | -12.1% | +648.7% | -660.8% | -51.0% |
| 5Y | +28.9% | +1,416.6% | -1,387.7% | -42.3% |
| 10Y | +746.5% | +1,412.7% | -666.2% | +231.3% |
| All | +33,206.7% | +8,675.8% | +24,530.9% | +9,629.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling