+639.5%
CEG vs ODFL
+21.2%
+618.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +8.0% | -6.3% | +14.3% | +9.5% |
| 30D | +12.9% | -13.6% | +26.5% | +16.5% |
| 3M | +13.2% | -24.2% | +37.3% | +19.9% |
| 6M | -7.0% | -13.8% | +6.8% | -4.8% |
| YTD | -15.0% | +19.0% | -34.0% | -20.4% |
| 1Y | -2.7% | +25.7% | -28.4% | -10.6% |
| 3Y | +184.1% | -13.1% | +197.2% | +180.6% |
| All | +639.5% | +21.2% | +618.3% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling