+5,760.6%
CRM vs ORLY
+5,584.7%
+175.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | -4.4% | -2.4% | -2.1% | -3.3% |
| 30D | +28.1% | -6.8% | +34.9% | +32.2% |
| 3M | +48.8% | -4.8% | +53.6% | +51.8% |
| 6M | +28.3% | -9.1% | +37.3% | +32.7% |
| YTD | -6.0% | -5.9% | -0.1% | -4.5% |
| 1Y | +1.4% | -20.4% | +21.8% | +11.1% |
| 3Y | +11.8% | +36.6% | -24.7% | -7.6% |
| 5Y | -2.0% | +117.3% | -119.3% | -37.1% |
| 10Y | +239.6% | +362.7% | -123.1% | +36.3% |
| All | +5,760.6% | +5,584.7% | +175.9% | +291.0% |
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