+427.5%
ORLY vs CFG
+216.2%
+211.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.6% | +3.2% | -0.6% | +1.9% |
| 30D | +6.3% | +5.1% | +1.2% | +5.2% |
| 3M | -0.4% | -11.2% | +10.8% | +2.0% |
| 6M | +2.8% | +9.6% | -6.8% | +0.6% |
| YTD | +1.1% | +15.0% | -13.9% | -2.4% |
| 1Y | -6.3% | +29.9% | -36.1% | -11.8% |
| 3Y | +38.9% | +192.1% | -153.2% | +6.3% |
| 5Y | +113.1% | +62.3% | +50.8% | +83.4% |
| All | +427.5% | +216.2% | +211.3% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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