+38.7%
ORLY vs CART
+14.3%
+24.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -2.2% |
| 7D | -2.3% | -4.1% | +1.8% | -2.3% |
| 30D | -8.2% | -4.3% | -3.8% | -8.1% |
| 3M | -3.5% | +13.1% | -16.6% | -3.7% |
| 6M | -9.2% | +26.0% | -35.2% | -9.7% |
| YTD | -5.8% | +6.7% | -12.5% | -6.2% |
| 1Y | -19.3% | +6.3% | -25.5% | -19.6% |
| All | +38.7% | +14.3% | +24.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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