-16.3%
ORLY vs CB
+22.7%
-39.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -5.9% | -3.1% | -2.8% | -5.0% |
| 3M | -0.6% | +9.0% | -9.5% | -2.1% |
| 6M | -6.8% | +2.9% | -9.6% | -7.7% |
| YTD | -3.6% | +10.1% | -13.7% | -4.9% |
| 1Y | -16.3% | +22.8% | -39.1% | -18.8% |
| All | -16.3% | +22.7% | -39.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling