-61.9%
CSGP vs ODFL
-12.0%
-49.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | -3.2% | -5.4% | +2.3% | -1.8% |
| 30D | +2.2% | -7.7% | +9.9% | +4.6% |
| 3M | -3.7% | -20.8% | +17.2% | +1.6% |
| 6M | -7.4% | -15.0% | +7.6% | -4.3% |
| YTD | -54.9% | +7.6% | -62.5% | -56.0% |
| 1Y | -54.9% | +22.7% | -77.6% | -57.3% |
| 3Y | -61.9% | -12.9% | -49.0% | -63.5% |
| All | -61.9% | -12.0% | -49.9% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling