+364.1%
ORLY vs CF
+599.7%
-235.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -6.7% | +14.3% | -20.9% | -8.5% |
| 3M | -3.8% | +27.9% | -31.7% | -7.3% |
| 6M | -9.0% | +25.5% | -34.5% | -13.0% |
| YTD | -5.6% | +81.2% | -86.8% | -14.9% |
| 1Y | -19.5% | +66.5% | -86.0% | -26.6% |
| 3Y | +34.7% | +76.7% | -41.9% | +19.6% |
| 5Y | +118.0% | +237.8% | -119.8% | +63.3% |
| 10Y | +364.1% | +619.9% | -255.7% | +195.4% |
| All | +364.1% | +599.7% | -235.6% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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