+1,116.7%
ORLY vs CG
+341.4%
+775.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -2.3% | -1.3% | -1.1% | -2.1% |
| 30D | -8.2% | -3.2% | -5.0% | -7.7% |
| 3M | -3.5% | +6.2% | -9.7% | -4.9% |
| 6M | -9.2% | -4.7% | -4.5% | -8.9% |
| YTD | -5.8% | -20.6% | +14.8% | -2.6% |
| 1Y | -19.3% | -26.4% | +7.1% | -15.6% |
| 3Y | +34.4% | +55.4% | -20.9% | +16.5% |
| 5Y | +117.8% | +9.8% | +108.0% | +97.6% |
| 10Y | +356.9% | +341.4% | +15.6% | +203.0% |
| All | +1,116.7% | +341.4% | +775.3% | +703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling