+5.6%
CVS vs ODFL
+32.0%
-26.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.0% | -13.5% | -12.6% |
| 7D | -11.1% | +3.5% | -14.6% | -11.3% |
| 30D | -7.4% | 0.0% | -7.5% | -7.4% |
| 3M | -22.9% | -18.1% | -4.8% | -21.9% |
| 6M | -1.2% | -6.4% | +5.2% | -0.2% |
| YTD | +3.9% | +14.9% | -11.0% | +3.0% |
| 1Y | +5.6% | +27.7% | -22.1% | +4.1% |
| All | +5.6% | +32.0% | -26.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling