+4,645.7%
CSX vs ORLY
+56,244.6%
-51,598.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.7% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | +9.7% | +6.4% | +3.3% | +7.9% |
| 3M | +4.9% | -0.5% | +5.5% | +5.0% |
| 6M | +18.4% | -0.3% | +18.7% | +18.0% |
| YTD | +45.9% | +0.4% | +45.5% | +44.6% |
| 1Y | +50.0% | -6.7% | +56.6% | +51.5% |
| 3Y | +78.0% | +39.3% | +38.7% | +60.4% |
| 5Y | +59.2% | +111.6% | -52.5% | +27.0% |
| 10Y | +421.4% | +422.6% | -1.2% | +223.0% |
| All | +4,645.7% | +56,244.6% | -51,598.9% | +1,299.1% |
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