+54,688.5%
ORLY vs CL
+2,319.9%
+52,368.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.1% |
| 7D | -0.7% | -2.2% | +1.5% | +0.1% |
| 30D | -5.9% | -4.8% | -1.1% | -4.3% |
| 3M | -0.6% | +4.9% | -5.5% | -2.2% |
| 6M | -6.8% | -5.7% | -1.1% | -5.1% |
| YTD | -3.6% | +14.4% | -18.0% | -8.4% |
| 1Y | -16.3% | +8.7% | -25.1% | -19.1% |
| 3Y | +39.1% | +30.0% | +9.2% | +25.6% |
| 5Y | +125.4% | +28.4% | +97.1% | +103.6% |
| 10Y | +366.5% | +50.1% | +316.4% | +296.8% |
| All | +54,688.5% | +2,319.9% | +52,368.6% | +24,321.3% |
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