+361.0%
ORLY vs CHRW
+183.1%
+177.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.4% | +3.5% | -5.8% | -3.0% |
| 30D | -6.8% | +4.6% | -11.4% | -7.6% |
| 3M | -4.8% | -19.7% | +15.0% | -1.3% |
| 6M | -9.1% | -12.4% | +3.3% | -7.7% |
| YTD | -5.9% | -3.9% | -2.0% | -7.0% |
| 1Y | -20.4% | +18.4% | -38.8% | -25.1% |
| 3Y | +36.6% | +88.8% | -52.3% | +12.2% |
| 5Y | +117.3% | +93.5% | +23.8% | +70.6% |
| All | +361.0% | +183.1% | +177.9% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling