+604.3%
CEG vs ODFL
+17.2%
+587.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.8% | -3.3% | -1.5% | -4.0% |
| 30D | +2.3% | -15.3% | +17.6% | +6.1% |
| 3M | +15.6% | -27.3% | +42.9% | +23.7% |
| 6M | -5.0% | -4.5% | -0.5% | -5.2% |
| YTD | -19.0% | +15.1% | -34.2% | -23.6% |
| 1Y | -10.0% | +21.1% | -31.0% | -16.5% |
| 3Y | +163.9% | -14.1% | +178.0% | +160.7% |
| All | +604.3% | +17.2% | +587.1% | +480.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling