+2.2%
CEG vs ODFL
-8.4%
+10.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +12.1% | +5.8% | +6.3% | +11.8% |
| 30D | +0.2% | -5.3% | +5.6% | 0.0% |
| 3M | +0.7% | -19.0% | +19.7% | +0.8% |
| 6M | +2.2% | -7.5% | +9.7% | -7.6% |
| All | +2.2% | -8.4% | +10.7% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling