+34,247.0%
CTSH vs ODFL
+28,434.9%
+5,812.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -6.3% | +3.6% | -1.2% |
| 30D | +12.4% | -13.6% | +26.0% | +16.2% |
| 3M | +17.4% | -24.2% | +41.5% | +25.0% |
| 6M | -3.1% | -13.8% | +10.7% | -0.5% |
| YTD | -23.6% | +19.0% | -42.6% | -27.5% |
| 1Y | -10.8% | +25.7% | -36.5% | -16.7% |
| 3Y | -8.3% | -13.1% | +4.8% | -8.4% |
| 5Y | -11.3% | +26.7% | -38.0% | -20.5% |
| 10Y | +22.6% | +721.5% | -698.9% | -28.4% |
| All | +34,247.0% | +28,434.9% | +5,812.1% | +11,745.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling