+591.4%
ODFL vs CVE
+136.1%
+455.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -4.4% | -16.1% | +11.7% | -1.8% |
| 30D | -6.1% | -10.4% | +4.3% | -4.7% |
| 3M | -21.9% | -2.4% | -19.5% | -21.9% |
| 6M | -17.6% | -4.4% | -13.1% | -17.6% |
| YTD | +5.6% | +64.9% | -59.3% | -4.3% |
| 1Y | +20.5% | +66.0% | -45.5% | +9.0% |
| 3Y | -14.8% | +57.7% | -72.5% | -23.5% |
| 5Y | -3.0% | +144.7% | -147.7% | -20.3% |
| All | +591.4% | +136.1% | +455.2% | +384.0% |
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