-53.3%
CSGP vs ODFL
+32.0%
-85.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.1% | +3.7% |
| 7D | +18.3% | +3.5% | +14.8% | +17.2% |
| 30D | +17.8% | 0.0% | +17.8% | +18.5% |
| 3M | +9.3% | -18.1% | +27.3% | +14.0% |
| 6M | -7.9% | -6.4% | -1.5% | -7.4% |
| YTD | -51.5% | +14.9% | -66.4% | -54.4% |
| 1Y | -53.3% | +27.7% | -81.0% | -57.5% |
| All | -53.3% | +32.0% | -85.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 1y: compounded portfolio wealth divided by compounded ODFL 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…
1y analysis · Full analysis span regression · 6 months rolling