+36.1%
ORLY vs CCI
-12.4%
+48.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | -2.1% | -4.4% | +2.2% | -1.3% |
| 30D | -7.6% | +0.3% | -7.9% | -7.7% |
| 3M | -5.5% | -20.0% | +14.5% | -1.3% |
| 6M | -9.7% | -14.5% | +4.8% | -7.1% |
| YTD | -6.2% | -14.9% | +8.6% | -3.7% |
| 1Y | -18.6% | -17.7% | -1.0% | -15.9% |
| All | +36.1% | -12.4% | +48.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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