+769.5%
ORLY vs CFG
+396.4%
+373.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.5% | -2.2% | -1.0% |
| 30D | -5.9% | -3.8% | -2.1% | -5.2% |
| 3M | -0.6% | +11.5% | -12.1% | -2.9% |
| 6M | -6.8% | +19.2% | -26.0% | -10.3% |
| YTD | -3.6% | +23.7% | -27.3% | -8.3% |
| 1Y | -16.3% | +38.8% | -55.2% | -22.5% |
| 3Y | +39.1% | +178.9% | -139.8% | +7.7% |
| 5Y | +125.4% | +101.8% | +23.7% | +83.6% |
| 10Y | +366.5% | +317.3% | +49.3% | +189.3% |
| All | +769.5% | +396.4% | +373.2% | +407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling