+22.2%
CTSH vs ODFL
+742.1%
-720.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -3.7% | -3.3% | -0.4% | -2.6% |
| 30D | +3.7% | -15.3% | +19.0% | +9.9% |
| 3M | +17.9% | -27.3% | +45.2% | +31.7% |
| 6M | -2.6% | -4.5% | +1.8% | -2.5% |
| YTD | -26.4% | +15.1% | -41.5% | -31.7% |
| 1Y | -13.0% | +21.1% | -34.1% | -21.1% |
| 3Y | -11.2% | -14.1% | +2.9% | -12.0% |
| 5Y | -14.3% | +26.6% | -40.9% | -30.9% |
| All | +22.2% | +742.1% | -720.0% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling