+27.7%
ODFL vs CGNX
+31.4%
-3.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +1.4% |
| 7D | +3.5% | -9.2% | +12.7% | +4.0% |
| 30D | 0.0% | -17.6% | +17.6% | +1.1% |
| 3M | -18.1% | -25.7% | +7.6% | -16.7% |
| 6M | -6.4% | -5.5% | -0.9% | -6.1% |
| YTD | +14.9% | +48.1% | -33.2% | +7.4% |
| 1Y | +27.7% | +33.5% | -5.8% | +27.2% |
| All | +27.7% | +31.4% | -3.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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