+24.8%
ODFL vs CVE
+59.0%
-34.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | -3.0% | -10.1% | +7.0% | -3.2% |
| 30D | -6.1% | -12.1% | +6.0% | -6.4% |
| 3M | -20.9% | -1.9% | -19.0% | -21.1% |
| 6M | -13.6% | -1.8% | -11.7% | -14.1% |
| YTD | +9.4% | +65.8% | -56.3% | -2.1% |
| All | +24.8% | +59.0% | -34.2% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling