+332.7%
CAT vs ORLY
+118.1%
+214.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +2.9% | -1.0% | +4.0% | +3.2% |
| 30D | -2.6% | -6.7% | +4.0% | -1.1% |
| 3M | -10.7% | -3.8% | -6.9% | -10.2% |
| 6M | +16.1% | -9.0% | +25.2% | +18.4% |
| YTD | +43.2% | -5.6% | +48.9% | +44.4% |
| 1Y | +96.8% | -19.5% | +116.3% | +107.1% |
| 3Y | +201.4% | +34.7% | +166.6% | +165.4% |
| 5Y | +332.7% | +118.0% | +214.6% | +220.8% |
| All | +332.7% | +118.1% | +214.6% | +220.8% |
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