-17.1%
CTSH vs ODFL
+25.9%
-43.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.1% |
| 7D | -8.2% | -3.0% | -5.2% | -7.4% |
| 30D | +0.4% | -14.3% | +14.7% | +5.0% |
| 3M | +10.6% | -26.7% | +37.3% | +21.0% |
| 6M | -8.8% | -7.5% | -1.3% | -7.7% |
| YTD | -28.6% | +16.5% | -45.1% | -33.3% |
| 1Y | -15.9% | +23.5% | -39.4% | -23.1% |
| 3Y | -13.9% | -12.1% | -1.8% | -15.4% |
| 5Y | -17.1% | +28.9% | -46.0% | -32.8% |
| All | -17.1% | +25.9% | -43.0% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling