+67.8%
CSX vs ODFL
+26.4%
+41.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.4% | -6.3% | +2.9% | -1.2% |
| 30D | -3.1% | -13.6% | +10.5% | +1.9% |
| 3M | +7.2% | -24.2% | +31.3% | +17.6% |
| 6M | +16.2% | -13.8% | +30.0% | +21.3% |
| YTD | +37.5% | +19.0% | +18.5% | +27.6% |
| 1Y | +53.2% | +25.7% | +27.6% | +38.8% |
| 3Y | +68.2% | -13.1% | +81.4% | +68.7% |
| All | +67.8% | +26.4% | +41.4% | +37.5% |
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 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