+57,369.0%
ORLY vs CI
+6,375.9%
+50,993.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | +6.3% | +2.6% | +3.8% | +5.8% |
| 3M | -0.4% | +7.4% | -7.9% | -2.0% |
| 6M | +2.8% | -0.1% | +2.9% | +2.5% |
| YTD | +1.1% | +9.7% | -8.7% | -1.5% |
| 1Y | -6.3% | +12.1% | -18.4% | -9.1% |
| 3Y | +38.9% | +7.0% | +31.8% | +33.0% |
| 5Y | +113.1% | +49.7% | +63.4% | +88.3% |
| 10Y | +426.2% | +147.2% | +279.0% | +308.7% |
| All | +57,369.0% | +6,375.9% | +50,993.0% | +24,552.0% |
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