-12.0%
CTSH vs ODFL
+27.3%
-39.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -2.1% | +5.8% | -8.0% | -3.6% |
| 30D | +1.4% | -5.3% | +6.7% | +2.7% |
| 3M | +7.5% | -19.0% | +26.4% | +12.8% |
| 6M | +39.6% | -7.5% | +47.0% | +40.4% |
| YTD | -22.3% | +11.8% | -34.1% | -29.0% |
| 1Y | -12.0% | +29.7% | -41.6% | -24.4% |
| All | -12.0% | +27.3% | -39.2% | -24.4% |
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