+36.6%
ORLY vs CAH
+176.8%
-140.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.4% | -5.1% | +2.7% | -1.6% |
| 30D | -6.8% | +0.2% | -6.9% | -6.8% |
| 3M | -4.8% | +6.3% | -11.0% | -5.5% |
| 6M | -9.1% | +9.4% | -18.5% | -10.1% |
| YTD | -5.9% | +15.0% | -20.9% | -8.1% |
| 1Y | -20.4% | +55.4% | -75.9% | -27.5% |
| 3Y | +36.6% | +173.8% | -137.2% | +6.9% |
| All | +36.6% | +176.8% | -140.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling