+3,388.4%
CSGP vs ODFL
+26,084.5%
-22,696.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.5% |
| 7D | +13.9% | -1.0% | +14.9% | +14.2% |
| 30D | +16.0% | -4.2% | +20.2% | +17.4% |
| 3M | +6.1% | -20.7% | +26.8% | +11.7% |
| 6M | -8.2% | -12.8% | +4.6% | -5.7% |
| YTD | -52.3% | +9.2% | -61.6% | -53.7% |
| 1Y | -54.5% | +21.9% | -76.4% | -56.9% |
| 3Y | -58.6% | -11.5% | -47.1% | -58.8% |
| 5Y | -61.5% | +0.3% | -61.8% | -63.3% |
| 10Y | +74.7% | +631.8% | -557.2% | +10.4% |
| All | +3,388.4% | +26,084.5% | -22,696.1% | +1,245.3% |
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