+359.4%
ORLY vs CLF
+128.8%
+230.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -2.1% | -3.7% | +1.5% | -1.8% |
| 30D | -7.6% | -4.7% | -3.0% | -7.3% |
| 3M | -5.5% | -4.7% | -0.8% | -5.5% |
| 6M | -9.7% | +24.0% | -33.7% | -12.3% |
| YTD | -6.2% | -10.9% | +4.7% | -6.6% |
| 1Y | -18.6% | +4.0% | -22.7% | -21.0% |
| 3Y | +33.8% | -16.9% | +50.8% | +28.8% |
| 5Y | +116.5% | -49.3% | +165.8% | +113.8% |
| All | +359.4% | +128.8% | +230.5% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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