+427.5%
ORLY vs CI
+146.2%
+281.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | +1.2% | +1.4% | +2.2% |
| 30D | +6.3% | +2.6% | +3.8% | +5.6% |
| 3M | -0.4% | +7.4% | -7.9% | -2.4% |
| 6M | +2.8% | -0.1% | +2.9% | +2.4% |
| YTD | +1.1% | +9.7% | -8.7% | -2.3% |
| 1Y | -6.3% | +12.1% | -18.4% | -9.9% |
| 3Y | +38.9% | +7.0% | +31.8% | +30.6% |
| 5Y | +113.1% | +49.7% | +63.4% | +76.2% |
| All | +427.5% | +146.2% | +281.3% | +278.5% |
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