-29.6%
CLS vs ORLY
+0.3%
-29.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.7% | -8.2% |
| 7D | -21.1% | +2.1% | -23.2% | -20.5% |
| 30D | -38.2% | +10.1% | -48.3% | -36.6% |
| 3M | -36.3% | +0.6% | -36.9% | -35.6% |
| 6M | -43.8% | -1.7% | -42.1% | -41.8% |
| YTD | -20.0% | +1.2% | -21.3% | -15.8% |
| 1Y | -29.6% | -1.6% | -28.0% | -25.5% |
| All | -29.6% | +0.3% | -29.9% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling