+57,369.0%
ORLY vs CL
+2,632.5%
+54,736.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | +2.6% | +3.2% | -0.7% | +1.4% |
| 30D | +6.3% | +8.0% | -1.7% | +3.5% |
| 3M | -0.4% | +7.9% | -8.3% | -3.1% |
| 6M | +2.8% | +14.7% | -12.0% | -2.1% |
| YTD | +1.1% | +29.2% | -28.1% | -7.9% |
| 1Y | -6.3% | +29.5% | -35.8% | -14.7% |
| 3Y | +38.9% | +40.7% | -1.8% | +21.9% |
| 5Y | +113.1% | +43.9% | +69.2% | +84.9% |
| 10Y | +426.2% | +87.2% | +339.0% | +316.2% |
| All | +57,369.0% | +2,632.5% | +54,736.5% | +24,447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling