+37.7%
ORLY vs CF
+58.0%
-20.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | +3.9% | +6.9% | -3.1% | +4.0% |
| 3M | -4.0% | +4.8% | -8.8% | -4.0% |
| 6M | -3.4% | +4.7% | -8.1% | -3.4% |
| YTD | -1.6% | +56.5% | -58.0% | -2.9% |
| 1Y | -7.5% | +48.4% | -55.9% | -8.8% |
| 3Y | +37.7% | +59.1% | -21.5% | +34.2% |
| All | +37.7% | +58.0% | -20.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling