+37.0%
ORLY vs CDW
-30.2%
+67.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -1.0% | -4.2% | +3.2% | -0.7% |
| 30D | -6.7% | +4.9% | -11.5% | -7.1% |
| 3M | -3.8% | +7.3% | -11.1% | -4.6% |
| 6M | -9.0% | +19.2% | -28.2% | -10.7% |
| YTD | -5.6% | +6.2% | -11.8% | -6.7% |
| 1Y | -19.5% | -14.0% | -5.5% | -18.7% |
| All | +37.0% | -30.2% | +67.2% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling