+3,458.4%
CLS vs ORLY
+13,953.9%
-10,495.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +20.1% | -1.0% | +21.1% | +20.5% |
| 30D | +6.0% | -6.7% | +12.7% | +8.3% |
| 3M | -10.3% | -3.8% | -6.5% | -9.8% |
| 6M | +24.5% | -9.0% | +33.5% | +26.8% |
| YTD | +12.9% | -5.6% | +18.5% | +13.3% |
| 1Y | +36.7% | -19.5% | +56.2% | +43.9% |
| 3Y | +1,328.1% | +34.7% | +1,293.4% | +1,129.8% |
| 5Y | +3,682.3% | +118.0% | +3,564.3% | +2,600.2% |
| 10Y | +3,038.3% | +364.1% | +2,674.2% | +1,578.0% |
| All | +3,458.4% | +13,953.9% | -10,495.5% | +510.6% |
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