+3,264.4%
CSGP vs ODFL
+28,434.9%
-25,170.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.1% | -6.3% | +2.2% | -2.8% |
| 30D | +2.3% | -13.6% | +15.9% | +5.5% |
| 3M | -8.2% | -24.2% | +16.0% | -2.8% |
| 6M | -35.1% | -13.8% | -21.3% | -33.5% |
| YTD | -54.0% | +19.0% | -73.1% | -56.2% |
| 1Y | -65.3% | +25.7% | -91.0% | -67.5% |
| 3Y | -62.6% | -13.1% | -49.4% | -62.7% |
| 5Y | -64.8% | +26.7% | -91.5% | -68.2% |
| 10Y | +45.1% | +721.5% | -676.4% | -10.8% |
| All | +3,264.4% | +28,434.9% | -25,170.5% | +1,170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling