+364.1%
ORLY vs CL
+54.1%
+310.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -1.0% | -2.3% | +1.3% | +0.1% |
| 30D | -6.7% | -5.5% | -1.2% | -4.1% |
| 3M | -3.8% | +0.8% | -4.6% | -4.2% |
| 6M | -9.0% | -4.2% | -4.8% | -7.4% |
| YTD | -5.6% | +13.4% | -19.1% | -11.9% |
| 1Y | -19.5% | +7.1% | -26.6% | -22.8% |
| 3Y | +34.7% | +29.0% | +5.7% | +15.3% |
| 5Y | +118.0% | +28.3% | +89.8% | +85.3% |
| 10Y | +364.1% | +57.3% | +306.8% | +255.1% |
| All | +364.1% | +54.1% | +310.0% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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