+361.0%
ORLY vs CI
+144.2%
+216.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.3% |
| 30D | -6.8% | +1.8% | -8.5% | -7.2% |
| 3M | -4.8% | -4.2% | -0.5% | -3.9% |
| 6M | -9.1% | +8.8% | -17.9% | -11.5% |
| YTD | -5.9% | +3.7% | -9.6% | -7.5% |
| 1Y | -20.4% | -6.1% | -14.3% | -20.3% |
| 3Y | +36.6% | +4.5% | +32.1% | +29.0% |
| 5Y | +117.3% | +50.5% | +66.8% | +79.2% |
| All | +361.0% | +144.2% | +216.9% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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