+1,128.4%
ORLY vs CDW
+1,037.5%
+91.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.1% | +9.1% | -9.0% | -2.3% |
| 30D | +6.4% | +13.7% | -7.3% | +2.4% |
| 3M | -0.5% | +27.0% | -27.6% | -7.8% |
| 6M | -0.3% | +75.9% | -76.2% | -16.7% |
| YTD | +0.4% | +28.9% | -28.5% | -9.6% |
| 1Y | -6.7% | +19.6% | -26.3% | -14.1% |
| 3Y | +39.3% | -14.6% | +53.9% | +38.3% |
| 5Y | +111.6% | -3.2% | +114.8% | +96.7% |
| 10Y | +422.6% | +321.3% | +101.3% | +195.8% |
| All | +1,128.4% | +1,037.5% | +91.0% | +479.7% |
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