+21,236.9%
CAT vs ORLY
+53,986.2%
-32,749.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -6.6% | -5.9% | -0.6% | -5.1% |
| 3M | -13.3% | -0.6% | -12.7% | -13.7% |
| 6M | +11.6% | -6.8% | +18.4% | +12.9% |
| YTD | +42.9% | -3.6% | +46.6% | +43.2% |
| 1Y | +95.4% | -16.3% | +111.8% | +102.6% |
| 3Y | +196.6% | +39.1% | +157.4% | +166.2% |
| 5Y | +321.7% | +125.4% | +196.2% | +229.7% |
| 10Y | +1,140.8% | +366.5% | +774.3% | +679.7% |
| All | +21,236.9% | +53,986.2% | -32,749.3% | +5,361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling