+1,144.3%
CAT vs ORLY
+363.8%
+780.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.6% | -2.4% | +2.9% | +1.3% |
| 30D | -4.3% | -6.8% | +2.4% | -2.3% |
| 3M | -8.6% | -4.8% | -3.9% | -7.8% |
| 6M | +16.1% | -9.1% | +25.2% | +18.7% |
| YTD | +43.8% | -5.9% | +49.7% | +45.1% |
| 1Y | +91.5% | -20.4% | +111.9% | +103.4% |
| 3Y | +202.7% | +36.6% | +166.1% | +164.3% |
| 5Y | +335.1% | +117.3% | +217.8% | +218.6% |
| All | +1,144.3% | +363.8% | +780.6% | +629.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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