+47.1%
CSX vs ODFL
+32.0%
+15.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.9% |
| 30D | +9.7% | 0.0% | +9.7% | +9.6% |
| 3M | +2.3% | -18.1% | +20.4% | +8.6% |
| 6M | +17.1% | -6.4% | +23.5% | +18.8% |
| YTD | +44.9% | +14.9% | +30.0% | +38.3% |
| 1Y | +47.1% | +27.7% | +19.4% | +35.8% |
| All | +47.1% | +32.0% | +15.1% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling