+20,379.2%
ORLY vs CHRW
+4,173.0%
+16,206.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | -5.9% | -3.5% | -2.5% | -5.2% |
| 3M | -0.6% | -19.4% | +18.8% | +4.2% |
| 6M | -6.8% | -21.4% | +14.6% | -2.1% |
| YTD | -3.6% | -7.1% | +3.5% | -4.0% |
| 1Y | -16.3% | +17.8% | -34.1% | -22.5% |
| 3Y | +39.1% | +78.8% | -39.6% | +11.4% |
| 5Y | +125.4% | +83.5% | +41.9% | +74.5% |
| 10Y | +366.5% | +160.2% | +206.3% | +216.9% |
| All | +20,379.2% | +4,173.0% | +16,206.2% | +6,704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling