+6,609.6%
CSX vs ODFL
+30,021.8%
-23,412.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +2.1% |
| 7D | -2.2% | -3.0% | +0.8% | -1.7% |
| 30D | +6.8% | -6.1% | +12.9% | +8.0% |
| 3M | +0.7% | -20.9% | +21.6% | +4.9% |
| 6M | +13.3% | -13.6% | +26.8% | +16.0% |
| YTD | +40.5% | +9.4% | +31.1% | +37.5% |
| 1Y | +44.7% | +22.9% | +21.8% | +38.5% |
| 3Y | +74.5% | -9.8% | +84.3% | +74.5% |
| 5Y | +52.0% | -0.4% | +52.3% | +47.6% |
| 10Y | +412.6% | +592.4% | -179.7% | +268.8% |
| All | +6,609.6% | +30,021.8% | -23,412.2% | +2,957.2% |
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