+3,015.3%
CVNA vs ODFL
+524.8%
+2,490.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -7.3% | -3.3% | -4.0% | -4.5% |
| 30D | -4.6% | -15.3% | +10.7% | +9.9% |
| 3M | +2.0% | -27.3% | +29.3% | +33.9% |
| 6M | +11.7% | -4.5% | +16.2% | +12.6% |
| YTD | -18.1% | +15.1% | -33.2% | -33.2% |
| 1Y | -2.4% | +21.1% | -23.5% | -26.2% |
| 3Y | +580.6% | -14.1% | +594.7% | +553.4% |
| 5Y | +4.9% | +26.6% | -21.7% | -26.1% |
| All | +3,015.3% | +524.8% | +2,490.5% | +719.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling