+0.1%
ODFL vs CVE
+150.7%
-150.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -18.5% | -4.3% | -14.1% | -18.2% |
| 6M | -12.4% | -1.5% | -10.9% | -13.0% |
| YTD | +9.2% | +70.7% | -61.5% | -4.6% |
| 1Y | +23.0% | +58.1% | -35.1% | +9.2% |
| 3Y | -11.6% | +69.8% | -81.5% | -24.8% |
| 5Y | +0.1% | +148.9% | -148.8% | -18.9% |
| All | +0.1% | +150.7% | -150.5% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling