-11.3%
CTSH vs ODFL
-10.3%
-1.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -5.5% | +0.2% | -5.6% | -5.5% |
| 30D | +4.5% | -13.4% | +17.9% | +8.6% |
| 3M | +13.7% | -24.2% | +37.9% | +22.3% |
| 6M | -8.4% | -3.3% | -5.1% | -8.6% |
| YTD | -26.5% | +19.8% | -46.3% | -31.6% |
| 1Y | -13.9% | +24.5% | -38.5% | -21.1% |
| All | -11.3% | -10.3% | -1.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling