+118.0%
ORLY vs CDW
-23.9%
+141.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -1.0% | -4.2% | +3.2% | -0.3% |
| 30D | -6.7% | +4.9% | -11.5% | -7.5% |
| 3M | -3.8% | +7.3% | -11.1% | -5.3% |
| 6M | -9.0% | +19.2% | -28.2% | -12.9% |
| YTD | -5.6% | +6.2% | -11.8% | -7.9% |
| 1Y | -19.5% | -14.0% | -5.5% | -18.1% |
| 3Y | +34.7% | -30.0% | +64.7% | +41.4% |
| All | +118.0% | -23.9% | +141.9% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling