+4,374.9%
CSX vs ORLY
+53,986.2%
-49,611.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -3.1% | -5.9% | +2.9% | -1.5% |
| 3M | +7.2% | -0.6% | +7.7% | +7.0% |
| 6M | +16.2% | -6.8% | +22.9% | +17.7% |
| YTD | +37.5% | -3.6% | +41.2% | +37.9% |
| 1Y | +53.2% | -16.3% | +69.6% | +59.2% |
| 3Y | +68.2% | +39.1% | +29.1% | +51.5% |
| 5Y | +65.2% | +125.4% | -60.2% | +29.6% |
| 10Y | +504.1% | +366.5% | +137.6% | +284.6% |
| All | +4,374.9% | +53,986.2% | -49,611.2% | +1,233.8% |
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