+105.1%
CTVA vs ODFL
+25.4%
+79.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.5% | -3.3% | -1.2% | -4.0% |
| 30D | +11.3% | -15.3% | +26.6% | +14.3% |
| 3M | +12.3% | -27.3% | +39.6% | +18.2% |
| 6M | +7.2% | -4.5% | +11.7% | +7.0% |
| YTD | +26.0% | +15.1% | +10.9% | +20.9% |
| 1Y | +16.0% | +21.1% | -5.1% | +9.9% |
| 3Y | +73.9% | -14.1% | +88.0% | +72.6% |
| All | +105.1% | +25.4% | +79.7% | +79.8% |
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