-64.8%
CSGP vs ODFL
+26.4%
-91.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.1% | -6.3% | +2.2% | -2.4% |
| 30D | +2.3% | -13.6% | +15.9% | +6.5% |
| 3M | -8.2% | -24.2% | +16.0% | -1.1% |
| 6M | -35.1% | -13.8% | -21.3% | -33.0% |
| YTD | -54.0% | +19.0% | -73.1% | -57.2% |
| 1Y | -65.3% | +25.7% | -91.0% | -68.4% |
| 3Y | -62.6% | -13.1% | -49.4% | -63.0% |
| All | -64.8% | +26.4% | -91.1% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling