+322.0%
CMG vs ORLY
+363.8%
-41.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.2% |
| 30D | +10.9% | -6.8% | +17.7% | +13.9% |
| 3M | +15.8% | -4.8% | +20.6% | +17.5% |
| 6M | +6.9% | -9.1% | +16.0% | +10.5% |
| YTD | -2.2% | -5.9% | +3.7% | -0.7% |
| 1Y | -7.1% | -20.4% | +13.3% | +0.6% |
| 3Y | -7.1% | +36.6% | -43.7% | -21.4% |
| 5Y | -4.8% | +117.3% | -122.1% | -35.1% |
| All | +322.0% | +363.8% | -41.8% | +89.6% |
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 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