+37.0%
ORLY vs CB
+69.9%
-32.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -6.7% | -3.1% | -3.6% | -5.6% |
| 3M | -3.8% | +4.2% | -8.0% | -5.1% |
| 6M | -9.0% | +4.7% | -13.7% | -10.4% |
| YTD | -5.6% | +8.8% | -14.5% | -8.5% |
| 1Y | -19.5% | +22.6% | -42.1% | -25.5% |
| All | +37.0% | +69.9% | -32.9% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling