+361.0%
ORLY vs CLX
-3.7%
+364.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -2.4% | -5.7% | +3.3% | -0.8% |
| 30D | -6.8% | -17.0% | +10.3% | -2.1% |
| 3M | -4.8% | -9.7% | +4.9% | -2.4% |
| 6M | -9.1% | -19.8% | +10.8% | -4.2% |
| YTD | -5.9% | -9.8% | +3.9% | -4.0% |
| 1Y | -20.4% | -26.2% | +5.8% | -14.5% |
| 3Y | +36.6% | -36.2% | +72.8% | +50.9% |
| 5Y | +117.3% | -38.3% | +155.7% | +138.1% |
| All | +361.0% | -3.7% | +364.7% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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