+593.0%
CEG vs ODFL
+13.8%
+579.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +12.1% | +5.8% | +6.3% | +10.8% |
| 30D | +0.2% | -5.3% | +5.6% | +1.3% |
| 3M | +0.7% | -19.0% | +19.7% | +5.1% |
| 6M | +2.2% | -7.5% | +9.7% | +3.0% |
| YTD | -20.3% | +11.8% | -32.1% | -24.5% |
| 1Y | -16.1% | +29.7% | -45.7% | -23.8% |
| 3Y | +134.7% | -9.1% | +143.8% | +126.0% |
| All | +593.0% | +13.8% | +579.3% | +473.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling