+116.5%
ORLY vs CFG
+96.1%
+20.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | -7.6% | -4.6% | -3.0% | -7.1% |
| 3M | -5.5% | +7.9% | -13.4% | -6.4% |
| 6M | -9.7% | +19.9% | -29.6% | -11.8% |
| YTD | -6.2% | +21.7% | -27.9% | -8.8% |
| 1Y | -18.6% | +38.4% | -57.1% | -22.2% |
| 3Y | +33.8% | +187.0% | -153.2% | +14.1% |
| 5Y | +116.5% | +99.5% | +17.0% | +100.0% |
| All | +116.5% | +96.1% | +20.4% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling