+4,320.3%
ORLY vs CF
+5,310.1%
-989.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | -4.0% | +4.8% | -8.8% | -5.1% |
| 6M | -3.4% | +4.7% | -8.1% | -4.8% |
| YTD | -1.6% | +56.5% | -58.0% | -9.9% |
| 1Y | -7.5% | +48.4% | -55.9% | -14.7% |
| 3Y | +37.7% | +59.1% | -21.5% | +23.5% |
| 5Y | +109.3% | +109.5% | -0.2% | +74.1% |
| 10Y | +409.9% | +487.0% | -77.1% | +238.0% |
| All | +4,320.3% | +5,310.1% | -989.9% | +1,581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling