+32,809.4%
ODFL vs CGNX
+4,504.6%
+28,304.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.2% |
| 7D | -3.3% | +3.2% | -6.4% | -3.8% |
| 30D | -15.3% | +6.0% | -21.3% | -16.3% |
| 3M | -27.3% | +3.5% | -30.9% | -28.2% |
| 6M | -4.5% | +26.3% | -30.8% | -9.2% |
| YTD | +15.1% | +79.2% | -64.1% | +1.2% |
| 1Y | +21.1% | +43.8% | -22.7% | +10.2% |
| 3Y | -14.1% | +52.0% | -66.1% | -23.9% |
| 5Y | +26.6% | -24.0% | +50.6% | +24.9% |
| 10Y | +736.4% | +189.1% | +547.3% | +555.4% |
| All | +32,809.4% | +4,504.6% | +28,304.8% | +21,340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling