+27.3%
ODFL vs CGNX
-25.4%
+52.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.6% |
| 7D | -3.3% | +3.2% | -6.4% | -4.2% |
| 30D | -15.3% | +6.0% | -21.3% | -16.9% |
| 3M | -27.3% | +3.5% | -30.9% | -28.9% |
| 6M | -4.5% | +26.3% | -30.8% | -12.6% |
| YTD | +15.1% | +79.2% | -64.1% | -9.7% |
| 1Y | +21.1% | +43.8% | -22.7% | +1.9% |
| 3Y | -14.1% | +52.0% | -66.1% | -33.6% |
| All | +27.3% | -25.4% | +52.7% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling