-5.2%
ORLY vs CART
+35.4%
-40.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +6.0% |
| 3M | -3.7% | +29.1% | -32.8% | -3.3% |
| 6M | -5.2% | +44.7% | -49.9% | -4.8% |
| All | -5.2% | +35.4% | -40.6% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling