+38.9%
ORLY vs CL
+40.9%
-2.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | +2.6% | +3.2% | -0.7% | +1.3% |
| 30D | +6.3% | +8.0% | -1.7% | +3.3% |
| 3M | -0.4% | +7.9% | -8.3% | -3.2% |
| 6M | +2.8% | +14.7% | -12.0% | -2.2% |
| YTD | +1.1% | +29.2% | -28.1% | -8.0% |
| 1Y | -6.3% | +29.5% | -35.8% | -14.8% |
| 3Y | +38.9% | +40.7% | -1.8% | +21.1% |
| All | +38.9% | +40.9% | -2.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling