-7.6%
CTSH vs ODFL
+32.0%
-39.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.8% |
| 7D | -0.9% | +3.5% | -4.4% | -1.8% |
| 30D | +13.1% | 0.0% | +13.1% | +13.0% |
| 3M | +17.9% | -18.1% | +36.0% | +23.5% |
| 6M | +28.5% | -6.4% | +34.9% | +29.1% |
| YTD | -19.3% | +14.9% | -34.2% | -26.6% |
| 1Y | -7.6% | +27.7% | -35.3% | -19.9% |
| All | -7.6% | +32.0% | -39.6% | -19.9% |
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