+550.8%
ODFL vs CVE
+144.4%
+406.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.0% |
| 7D | -5.0% | +0.1% | -5.0% | -4.9% |
| 30D | -6.3% | -10.8% | +4.6% | -4.8% |
| 3M | -18.5% | -4.3% | -14.1% | -18.2% |
| 6M | -12.4% | -1.5% | -10.9% | -12.9% |
| YTD | +9.2% | +70.7% | -61.5% | -1.7% |
| 1Y | +23.0% | +58.1% | -35.1% | +12.2% |
| 3Y | -11.6% | +69.8% | -81.5% | -21.5% |
| 5Y | +0.1% | +148.9% | -148.8% | -18.0% |
| 10Y | +550.8% | +143.5% | +407.3% | +353.5% |
| All | +550.8% | +144.4% | +406.4% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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