-16.1%
CEG vs ODFL
+27.3%
-43.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | +12.1% | +5.8% | +6.3% | +12.1% |
| 30D | +0.2% | -5.3% | +5.6% | +0.1% |
| 3M | +0.7% | -19.0% | +19.7% | +0.4% |
| 6M | +2.2% | -7.5% | +9.7% | +2.2% |
| YTD | -20.3% | +11.8% | -32.1% | -18.4% |
| 1Y | -16.1% | +29.7% | -45.7% | -10.7% |
| All | -16.1% | +27.3% | -43.3% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling