+37.0%
ORLY vs CFG
+182.2%
-145.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -6.7% | -4.5% | -2.1% | -6.3% |
| 3M | -3.8% | +6.3% | -10.1% | -4.3% |
| 6M | -9.0% | +20.6% | -29.6% | -10.4% |
| YTD | -5.6% | +21.2% | -26.9% | -7.3% |
| 1Y | -19.5% | +38.2% | -57.7% | -21.8% |
| All | +37.0% | +182.2% | -145.2% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling