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  • ODFL vs CG✓SelectedUSD · CGODFL vs CG performance historyLatest closeAs of-2.70%09/09
Stock and ETF performance explorer

ODFL vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+28.9%
CG return
+5.5%
Excess return
+23.4%
Maximum drawdown
-45.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D-2.7%-4.0%+1.3%-1.0%
7D-3.0%-6.4%+3.4%-0.2%
30D-14.3%-7.1%-7.2%-11.7%
3M-26.7%-1.6%-25.1%-26.7%
6M-7.5%-8.3%+0.9%-5.2%
YTD+16.5%-23.8%+40.3%+29.1%
1Y+23.5%-28.7%+52.3%+40.1%
3Y-12.1%+49.2%-61.2%-31.1%
5Y+28.9%+5.5%+23.4%+12.9%
All+28.9%+5.5%+23.4%+12.9%

Cumulative growth

Daily Returns

Daily percentage return beside CG.

Daily Out/Under-Performance

Portfolio return minus CG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CG 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 CG 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