-20.4%
ORLY vs CME
+9.8%
-30.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | -6.8% | +5.6% | -12.4% | -7.2% |
| 3M | -4.8% | +5.6% | -10.3% | -4.8% |
| 6M | -9.1% | -8.3% | -0.8% | -7.8% |
| YTD | -5.9% | +4.3% | -10.2% | -7.1% |
| 1Y | -20.4% | +9.1% | -29.5% | -23.8% |
| All | -20.4% | +9.8% | -30.2% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling