+219.2%
CVX vs ODFL
+742.1%
-522.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.6% | -3.3% | +5.9% | +3.5% |
| 30D | +9.8% | -15.3% | +25.1% | +14.5% |
| 3M | +16.2% | -27.3% | +43.5% | +25.8% |
| 6M | +13.6% | -4.5% | +18.1% | +13.1% |
| YTD | +44.4% | +15.1% | +29.2% | +34.8% |
| 1Y | +40.6% | +21.1% | +19.5% | +28.8% |
| 3Y | +48.2% | -14.1% | +62.3% | +45.3% |
| 5Y | +172.3% | +26.6% | +145.7% | +118.7% |
| All | +219.2% | +742.1% | -522.9% | +32.3% |
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