+604.3%
CEG vs ORLY
+92.7%
+511.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.8% | -2.4% | -2.4% | -4.5% |
| 30D | +2.3% | -6.8% | +9.1% | +3.1% |
| 3M | +15.6% | -4.8% | +20.3% | +16.0% |
| 6M | -5.0% | -9.1% | +4.1% | -4.2% |
| YTD | -19.0% | -5.9% | -13.1% | -18.9% |
| 1Y | -10.0% | -20.4% | +10.4% | -7.1% |
| 3Y | +163.9% | +36.6% | +127.4% | +127.7% |
| All | +604.3% | +92.7% | +511.6% | +424.5% |
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