+48.8%
CAVA vs ODFL
-13.7%
+62.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -8.0% | -3.3% | -4.8% | -6.8% |
| 30D | -19.6% | -15.3% | -4.3% | -14.2% |
| 3M | -36.7% | -27.3% | -9.4% | -28.7% |
| 6M | -30.6% | -4.5% | -26.1% | -30.1% |
| YTD | -4.8% | +15.1% | -19.9% | -12.2% |
| 1Y | -13.1% | +21.1% | -34.2% | -21.9% |
| 3Y | +48.8% | -14.1% | +62.9% | +42.1% |
| All | +48.8% | -13.7% | +62.5% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling