+195.0%
COHR vs ORLY
-18.8%
+213.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.3% |
| 7D | +8.3% | -2.4% | +10.7% | +7.2% |
| 30D | -14.1% | -6.8% | -7.4% | -16.6% |
| 3M | -16.0% | -4.8% | -11.3% | -16.5% |
| 6M | +21.5% | -9.1% | +30.5% | +19.5% |
| YTD | +65.4% | -5.9% | +71.4% | +71.1% |
| 1Y | +195.0% | -20.4% | +215.4% | +148.3% |
| All | +195.0% | -18.8% | +213.8% | +148.3% |
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