+427.5%
ORLY vs CDW
+312.7%
+114.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.9% |
| 7D | +2.6% | +9.3% | -6.8% | +0.1% |
| 30D | +6.3% | +14.4% | -8.0% | +2.1% |
| 3M | -0.4% | +21.4% | -21.8% | -6.6% |
| 6M | +2.8% | +72.8% | -70.0% | -14.0% |
| YTD | +1.1% | +28.0% | -26.9% | -9.0% |
| 1Y | -6.3% | +19.3% | -25.6% | -13.8% |
| 3Y | +38.9% | -15.3% | +54.2% | +38.6% |
| 5Y | +113.1% | -3.8% | +116.9% | +97.5% |
| All | +427.5% | +312.7% | +114.9% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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