+4,226.7%
ORLY vs CF
+5,948.3%
-1,721.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.1% |
| 7D | -0.7% | +6.0% | -6.7% | -1.6% |
| 30D | -5.9% | +14.8% | -20.8% | -8.0% |
| 3M | -0.6% | +14.1% | -14.6% | -2.9% |
| 6M | -6.8% | +28.5% | -35.3% | -11.5% |
| YTD | -3.6% | +74.9% | -78.6% | -13.0% |
| 1Y | -16.3% | +61.7% | -78.0% | -23.7% |
| 3Y | +39.1% | +80.3% | -41.2% | +22.6% |
| 5Y | +125.4% | +226.0% | -100.5% | +74.1% |
| 10Y | +366.5% | +569.9% | -203.3% | +203.0% |
| All | +4,226.7% | +5,948.3% | -1,721.6% | +1,522.4% |
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 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