+639.5%
CEG vs ORLY
+97.4%
+542.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | +8.0% | -0.7% | +8.7% | +8.1% |
| 30D | +12.9% | -5.9% | +18.9% | +13.6% |
| 3M | +13.2% | -0.6% | +13.7% | +12.9% |
| 6M | -7.0% | -6.8% | -0.2% | -6.4% |
| YTD | -15.0% | -3.6% | -11.4% | -15.1% |
| 1Y | -2.7% | -16.3% | +13.6% | -0.5% |
| 3Y | +184.1% | +39.1% | +144.9% | +144.8% |
| All | +639.5% | +97.4% | +542.1% | +449.4% |
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