+45.1%
ORLY vs CART
+38.4%
+6.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +2.0% | +3.0% | -0.9% | +1.9% |
| 30D | +6.2% | +28.6% | -22.3% | +5.7% |
| 3M | -3.7% | +29.1% | -32.8% | -4.2% |
| 6M | -5.2% | +44.7% | -49.9% | -5.8% |
| YTD | -1.4% | +29.2% | -30.7% | -2.1% |
| 1Y | -5.4% | +66.2% | -71.5% | -6.5% |
| 3Y | +41.0% | +112.8% | -71.8% | +39.5% |
| All | +45.1% | +38.4% | +6.7% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling