+361.0%
ORLY vs CDNS
+1,060.3%
-699.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -2.4% | -1.1% | -1.2% | -2.1% |
| 30D | -6.8% | -10.4% | +3.7% | -4.8% |
| 3M | -4.8% | -24.6% | +19.8% | +0.7% |
| 6M | -9.1% | -1.6% | -7.5% | -10.2% |
| YTD | -5.9% | -7.4% | +1.5% | -6.2% |
| 1Y | -20.4% | -18.4% | -2.0% | -18.6% |
| 3Y | +36.6% | +19.0% | +17.6% | +21.6% |
| 5Y | +117.3% | +73.4% | +43.9% | +67.2% |
| All | +361.0% | +1,060.3% | -699.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling