+1,500.5%
CIEN vs ORLY
+363.8%
+1,136.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +8.9% | -2.4% | +11.2% | +9.5% |
| 30D | -19.1% | -6.8% | -12.3% | -17.7% |
| 3M | -21.5% | -4.8% | -16.7% | -21.0% |
| 6M | +2.8% | -9.1% | +11.9% | +4.4% |
| YTD | +49.5% | -5.9% | +55.4% | +50.0% |
| 1Y | +163.8% | -20.4% | +184.2% | +177.1% |
| 3Y | +615.8% | +36.6% | +579.2% | +525.8% |
| 5Y | +548.4% | +117.3% | +431.1% | +379.3% |
| All | +1,500.5% | +363.8% | +1,136.7% | +907.7% |
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