+118.0%
ORLY vs CI
+43.3%
+74.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -6.7% | +0.5% | -7.1% | -6.8% |
| 3M | -3.8% | -5.2% | +1.4% | -3.0% |
| 6M | -9.0% | +4.3% | -13.3% | -9.9% |
| YTD | -5.6% | +2.8% | -8.4% | -6.4% |
| 1Y | -19.5% | -5.8% | -13.7% | -19.3% |
| 3Y | +34.7% | +4.7% | +30.0% | +29.3% |
| 5Y | +118.0% | +42.7% | +75.4% | +93.5% |
| All | +118.0% | +43.3% | +74.7% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling