+546.0%
ODFL vs CVE
+149.3%
+396.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +5.8% | +5.9% | -0.1% | +4.9% |
| 30D | -5.3% | -10.9% | +5.5% | -3.8% |
| 3M | -19.0% | -4.5% | -14.5% | -18.7% |
| 6M | -7.5% | -1.0% | -6.5% | -8.0% |
| YTD | +11.8% | +74.7% | -63.0% | +0.3% |
| 1Y | +29.7% | +65.8% | -36.2% | +17.3% |
| 3Y | -9.1% | +73.2% | -82.3% | -19.6% |
| 5Y | +0.2% | +155.6% | -155.4% | -18.3% |
| All | +546.0% | +149.3% | +396.8% | +347.1% |
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