+1,681.3%
CVS vs ORLY
+52,521.5%
-50,840.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.0% | -2.1% | +0.2% | -1.4% |
| 30D | +1.9% | -7.6% | +9.5% | +3.9% |
| 3M | -2.2% | -5.5% | +3.3% | -1.1% |
| 6M | +26.7% | -9.7% | +36.4% | +29.2% |
| YTD | +22.9% | -6.2% | +29.1% | +23.9% |
| 1Y | +32.9% | -18.6% | +51.6% | +38.7% |
| 3Y | +62.3% | +33.8% | +28.5% | +48.3% |
| 5Y | +34.2% | +116.5% | -82.3% | +7.8% |
| 10Y | +41.8% | +361.0% | -319.3% | -7.8% |
| All | +1,681.3% | +52,521.5% | -50,840.3% | +368.2% |
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