+56,976.2%
ORLY vs CB
+7,329.6%
+49,646.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.1% | 0.0% | 0.0% | +0.1% |
| 30D | +6.4% | +7.4% | -1.0% | +4.2% |
| 3M | -0.5% | +8.6% | -9.1% | -3.0% |
| 6M | -0.3% | +16.1% | -16.5% | -4.7% |
| YTD | +0.4% | +20.2% | -19.8% | -5.2% |
| 1Y | -6.7% | +27.2% | -33.9% | -13.4% |
| 3Y | +39.3% | +72.7% | -33.4% | +17.3% |
| 5Y | +111.6% | +105.9% | +5.7% | +67.9% |
| 10Y | +422.6% | +248.1% | +174.6% | +247.1% |
| All | +56,976.2% | +7,329.6% | +49,646.6% | +18,326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling