+54,688.5%
ORLY vs CI
+6,026.2%
+48,662.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | -5.9% | +4.4% | -10.4% | -6.8% |
| 3M | -0.6% | +0.7% | -1.2% | -0.9% |
| 6M | -6.8% | +0.3% | -7.1% | -7.2% |
| YTD | -3.6% | +3.8% | -7.5% | -4.9% |
| 1Y | -16.3% | -5.5% | -10.8% | -16.4% |
| 3Y | +39.1% | +8.1% | +31.0% | +32.9% |
| 5Y | +125.4% | +42.8% | +82.6% | +101.1% |
| 10Y | +366.5% | +143.9% | +222.7% | +263.4% |
| All | +54,688.5% | +6,026.2% | +48,662.3% | +23,692.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling