+65.2%
CSGP vs ODFL
+595.1%
-529.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.5% |
| 7D | +1.3% | -4.4% | +5.7% | +2.9% |
| 30D | +10.7% | -6.1% | +16.8% | +13.7% |
| 3M | +3.3% | -21.9% | +25.1% | +12.6% |
| 6M | -10.3% | -17.6% | +7.2% | -4.7% |
| YTD | -54.6% | +5.6% | -60.2% | -56.3% |
| 1Y | -54.6% | +20.5% | -75.2% | -58.6% |
| 3Y | -60.3% | -14.8% | -45.5% | -60.7% |
| 5Y | -63.3% | -3.0% | -60.3% | -67.1% |
| All | +65.2% | +595.1% | -529.9% | -31.7% |
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