-2.5%
ORLY vs CAI
-11.0%
+8.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.0% | -3.1% | +2.1% | -0.9% |
| 30D | -6.7% | +2.7% | -9.4% | -6.8% |
| 3M | -3.8% | +41.7% | -45.5% | -4.9% |
| 6M | -9.0% | +26.5% | -35.5% | -10.1% |
| YTD | -5.6% | -10.9% | +5.3% | -7.3% |
| 1Y | -19.5% | -29.2% | +9.7% | -21.3% |
| All | -2.5% | -11.0% | +8.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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