+110.5%
ORLY vs CLF
-41.3%
+151.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.2% |
| 7D | -1.9% | +2.3% | -4.3% | -2.1% |
| 30D | +4.5% | +1.9% | +2.5% | +4.2% |
| 3M | -2.2% | +5.9% | -8.1% | -2.7% |
| 6M | -0.9% | +16.9% | -17.8% | -2.1% |
| YTD | -0.7% | -1.1% | +0.3% | -1.5% |
| 1Y | -8.7% | +28.8% | -37.6% | -10.7% |
| 3Y | +37.7% | -20.6% | +58.3% | +36.6% |
| 5Y | +110.5% | -41.5% | +152.1% | +109.8% |
| All | +110.5% | -41.3% | +151.8% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling