-12.9%
ODFL vs CVE
+68.0%
-80.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -5.4% | -10.0% | +4.6% | -3.6% |
| 30D | -7.7% | -11.9% | +4.2% | -5.8% |
| 3M | -20.8% | -5.9% | -14.9% | -20.4% |
| 6M | -15.0% | -1.6% | -13.5% | -16.0% |
| YTD | +7.6% | +66.3% | -58.7% | -9.7% |
| 1Y | +22.7% | +57.5% | -34.8% | +4.6% |
| 3Y | -12.9% | +65.4% | -78.3% | -27.4% |
| All | -12.9% | +68.0% | -80.9% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling