-19.7%
ORLY vs CF
+61.4%
-81.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.2% |
| 7D | -2.3% | -0.9% | -1.4% | -2.4% |
| 30D | -8.2% | +18.1% | -26.2% | -7.6% |
| 3M | -3.5% | +23.4% | -26.9% | -3.0% |
| 6M | -9.2% | +17.1% | -26.3% | -9.2% |
| YTD | -5.8% | +76.2% | -82.1% | -8.2% |
| All | -19.7% | +61.4% | -81.0% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling