+53,398.1%
ORLY vs CAH
+8,035.4%
+45,362.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.4% | -5.1% | +2.7% | -1.1% |
| 30D | -6.8% | +0.2% | -6.9% | -6.9% |
| 3M | -4.8% | +6.3% | -11.0% | -6.2% |
| 6M | -9.1% | +9.4% | -18.5% | -11.3% |
| YTD | -5.9% | +15.0% | -20.9% | -9.8% |
| 1Y | -20.4% | +55.4% | -75.9% | -29.5% |
| 3Y | +36.6% | +173.8% | -137.2% | +4.1% |
| 5Y | +117.3% | +395.2% | -277.9% | +41.6% |
| 10Y | +362.7% | +293.2% | +69.5% | +202.0% |
| All | +53,398.1% | +8,035.4% | +45,362.6% | +23,355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling