+13,315.1%
ORLY vs CCI
+896.9%
+12,418.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | -6.7% | +2.1% | -8.8% | -7.0% |
| 3M | -3.8% | -17.8% | +14.0% | -1.0% |
| 6M | -9.0% | -14.2% | +5.2% | -7.1% |
| YTD | -5.6% | -13.3% | +7.7% | -3.9% |
| 1Y | -19.5% | -16.6% | -2.9% | -17.6% |
| 3Y | +34.7% | -10.8% | +45.5% | +35.4% |
| 5Y | +118.0% | -50.3% | +168.4% | +137.8% |
| 10Y | +364.1% | +22.5% | +341.6% | +341.1% |
| All | +13,315.1% | +896.9% | +12,418.2% | +7,668.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling