+60.0%
CSGP vs ODFL
+559.8%
-499.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.3% |
| 7D | +1.3% | +5.8% | -4.5% | -0.7% |
| 30D | +2.8% | -5.3% | +8.2% | +5.2% |
| 3M | -6.3% | -19.0% | +12.6% | +0.8% |
| 6M | -3.2% | -7.5% | +4.3% | -1.1% |
| YTD | -54.0% | +11.8% | -65.7% | -56.6% |
| 1Y | -54.8% | +29.7% | -84.5% | -59.8% |
| 3Y | -60.6% | -9.1% | -51.4% | -61.9% |
| 5Y | -62.6% | +0.2% | -62.9% | -66.8% |
| All | +60.0% | +559.8% | -499.7% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling