+361.0%
ORLY vs CG
+314.7%
+46.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | -2.4% | -9.9% | +7.5% | -0.4% |
| 30D | -6.8% | -11.7% | +4.9% | -4.6% |
| 3M | -4.8% | -4.3% | -0.5% | -4.3% |
| 6M | -9.1% | -8.8% | -0.3% | -8.0% |
| YTD | -5.9% | -26.9% | +20.9% | -1.0% |
| 1Y | -20.4% | -35.4% | +15.0% | -14.4% |
| 3Y | +36.6% | +43.0% | -6.5% | +18.2% |
| 5Y | +117.3% | +1.9% | +115.4% | +98.2% |
| All | +361.0% | +314.7% | +46.3% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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