+53,204.8%
ORLY vs CLX
+1,755.0%
+51,449.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -2.1% | -5.9% | +3.7% | -0.5% |
| 30D | -7.6% | -17.0% | +9.4% | -2.8% |
| 3M | -5.5% | -9.6% | +4.1% | -3.0% |
| 6M | -9.7% | -21.5% | +11.8% | -4.0% |
| YTD | -6.2% | -8.8% | +2.6% | -4.6% |
| 1Y | -18.6% | -24.7% | +6.0% | -12.8% |
| 3Y | +33.8% | -35.6% | +69.5% | +48.1% |
| 5Y | +116.5% | -37.6% | +154.2% | +137.6% |
| 10Y | +361.0% | -2.4% | +363.4% | +331.4% |
| All | +53,204.8% | +1,755.0% | +51,449.9% | +31,401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling