+10.9%
CMG vs ORLY
+0.3%
+10.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +5.0% |
| 7D | +22.5% | +2.1% | +20.4% | +21.6% |
| 30D | +14.1% | +10.1% | +4.0% | +10.7% |
| 3M | +4.1% | +0.6% | +3.5% | +3.7% |
| 6M | +10.1% | -1.7% | +11.8% | +9.8% |
| YTD | -4.9% | +1.2% | -6.1% | -6.7% |
| 1Y | +10.9% | -1.6% | +12.5% | +8.9% |
| All | +10.9% | +0.3% | +10.6% | +8.9% |
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