+361.0%
ORLY vs CAG
-36.2%
+397.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | -2.4% | -5.7% | +3.3% | -0.9% |
| 30D | -6.8% | -2.4% | -4.4% | -6.3% |
| 3M | -4.8% | +9.8% | -14.5% | -7.1% |
| 6M | -9.1% | -10.8% | +1.8% | -6.9% |
| YTD | -5.9% | -10.8% | +4.9% | -3.9% |
| 1Y | -20.4% | -19.0% | -1.4% | -16.9% |
| 3Y | +36.6% | -39.7% | +76.3% | +51.7% |
| 5Y | +117.3% | -43.0% | +160.3% | +143.5% |
| All | +361.0% | -36.2% | +397.2% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling