+1,079.2%
ORLY vs CDW
+903.1%
+176.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -0.7% | +3.2% | -3.9% | -1.6% |
| 30D | -5.9% | +9.3% | -15.2% | -8.5% |
| 3M | -0.6% | +9.8% | -10.4% | -3.9% |
| 6M | -6.8% | +23.3% | -30.1% | -14.2% |
| YTD | -3.6% | +13.7% | -17.3% | -9.6% |
| 1Y | -16.3% | -6.5% | -9.9% | -17.1% |
| 3Y | +39.1% | -25.2% | +64.4% | +44.4% |
| 5Y | +125.4% | -19.5% | +144.9% | +122.8% |
| 10Y | +366.5% | +285.8% | +80.7% | +172.4% |
| All | +1,079.2% | +903.1% | +176.1% | +480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling