+116.5%
ORLY vs CG
+2.7%
+113.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -2.1% | -9.8% | +7.7% | -1.0% |
| 30D | -7.6% | -10.3% | +2.7% | -6.5% |
| 3M | -5.5% | -1.7% | -3.8% | -5.4% |
| 6M | -9.7% | -9.8% | +0.1% | -8.8% |
| YTD | -6.2% | -25.6% | +19.3% | -3.5% |
| 1Y | -18.6% | -32.5% | +13.9% | -15.4% |
| 3Y | +33.8% | +45.6% | -11.8% | +21.3% |
| 5Y | +116.5% | +3.7% | +112.9% | +105.3% |
| All | +116.5% | +2.7% | +113.8% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling