+26.1%
COHR vs ORLY
-3.3%
+29.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.9% | -12.1% | -13.5% |
| 7D | -28.4% | +3.9% | -32.3% | -26.8% |
| 30D | -49.8% | +7.5% | -57.3% | -47.6% |
| 3M | -48.3% | -2.1% | -46.2% | -47.4% |
| 6M | -49.4% | -3.7% | -45.7% | -47.2% |
| YTD | -8.0% | +0.3% | -8.3% | +0.5% |
| 1Y | +26.1% | -3.6% | +29.7% | +35.7% |
| All | +26.1% | -3.3% | +29.4% | +35.7% |
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