+6,467.4%
CSX vs ODFL
+32,662.3%
-26,194.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.4% | -6.3% | +2.9% | -2.3% |
| 30D | -3.1% | -13.6% | +10.5% | -0.5% |
| 3M | +7.2% | -24.2% | +31.3% | +12.5% |
| 6M | +16.2% | -13.8% | +30.0% | +19.0% |
| YTD | +37.5% | +19.0% | +18.5% | +32.7% |
| 1Y | +53.2% | +25.7% | +27.6% | +46.1% |
| 3Y | +68.2% | -13.1% | +81.4% | +69.2% |
| 5Y | +65.2% | +26.7% | +38.6% | +54.1% |
| 10Y | +504.1% | +721.5% | -217.4% | +323.2% |
| All | +6,467.4% | +32,662.3% | -26,194.8% | +2,849.7% |
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