+53,204.8%
ORLY vs CHD
+5,728.0%
+47,476.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | -2.1% | -4.7% | +2.6% | -0.7% |
| 30D | -7.6% | -8.3% | +0.7% | -5.2% |
| 3M | -5.5% | -4.0% | -1.4% | -4.3% |
| 6M | -9.7% | -6.5% | -3.2% | -8.0% |
| YTD | -6.2% | +13.1% | -19.3% | -9.8% |
| 1Y | -18.6% | +2.3% | -21.0% | -19.6% |
| 3Y | +33.8% | +1.8% | +32.0% | +31.5% |
| 5Y | +116.5% | +20.6% | +96.0% | +101.2% |
| 10Y | +361.0% | +125.6% | +235.4% | +252.0% |
| All | +53,204.8% | +5,728.0% | +47,476.8% | +18,448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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