+361.0%
ORLY vs CB
+225.8%
+135.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -6.8% | -1.2% | -5.6% | -6.3% |
| 3M | -4.8% | +3.8% | -8.5% | -6.2% |
| 6M | -9.1% | +5.8% | -14.8% | -11.2% |
| YTD | -5.9% | +9.4% | -15.3% | -9.5% |
| 1Y | -20.4% | +20.7% | -41.1% | -26.6% |
| 3Y | +36.6% | +70.1% | -33.5% | +8.6% |
| 5Y | +117.3% | +101.4% | +16.0% | +58.4% |
| All | +361.0% | +225.8% | +135.2% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling