-1.6%
ORLY vs CHRW
-10.6%
+9.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +2.1% | +4.9% | -2.8% | +1.8% |
| 30D | +10.1% | -4.8% | +14.9% | +10.2% |
| 3M | +0.6% | -13.1% | +13.7% | +1.2% |
| 6M | -1.7% | -16.3% | +14.6% | -0.7% |
| YTD | +1.2% | -15.8% | +17.1% | +0.4% |
| 1Y | -1.6% | -11.1% | +9.5% | -3.0% |
| All | -1.6% | -10.6% | +9.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling