+3,154.0%
CLS vs ORLY
+363.8%
+2,790.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.5% |
| 7D | +10.9% | -2.4% | +13.3% | +11.7% |
| 30D | +2.1% | -6.8% | +8.9% | +4.1% |
| 3M | -10.2% | -4.8% | -5.4% | -9.4% |
| 6M | +30.4% | -9.1% | +39.5% | +32.7% |
| YTD | +17.2% | -5.9% | +23.1% | +17.8% |
| 1Y | +41.0% | -20.4% | +61.4% | +49.0% |
| 3Y | +1,338.0% | +36.6% | +1,301.4% | +1,116.8% |
| 5Y | +3,860.6% | +117.3% | +3,743.3% | +2,589.3% |
| All | +3,154.0% | +363.8% | +2,790.2% | +1,714.0% |
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