+119.2%
ORLY vs CAG
-43.1%
+162.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| YTD | -5.9% | -10.8% | +4.9% | -4.0% |
| 1Y | -20.4% | -19.0% | -1.4% | -17.1% |
| 3Y | +36.6% | -39.7% | +76.3% | +51.4% |
| All | +119.2% | -43.1% | +162.3% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling