+213.9%
CAT vs ORLY
+113.1%
+100.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +7.4% | +2.6% | +4.9% | +6.8% |
| 30D | -19.7% | +6.3% | -26.0% | -20.9% |
| 3M | -29.6% | -0.4% | -29.2% | -29.6% |
| 6M | -33.2% | +2.8% | -36.0% | -34.1% |
| YTD | +5.7% | +1.1% | +4.6% | +4.7% |
| 1Y | +9.3% | -6.3% | +15.6% | +10.6% |
| 3Y | +158.3% | +38.9% | +119.5% | +125.0% |
| All | +213.9% | +113.1% | +100.9% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling