+119.2%
ORLY vs CCI
-49.3%
+168.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -6.8% | +2.2% | -9.0% | -7.2% |
| 3M | -4.8% | -16.9% | +12.1% | -1.2% |
| 6M | -9.1% | -11.5% | +2.5% | -7.0% |
| YTD | -5.9% | -12.8% | +6.9% | -3.7% |
| 1Y | -20.4% | -17.1% | -3.3% | -17.8% |
| 3Y | +36.6% | -9.6% | +46.2% | +36.4% |
| All | +119.2% | -49.3% | +168.5% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling