+9,262.2%
ORLY vs CME
+7,349.4%
+1,912.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | -6.8% | +5.6% | -12.4% | -8.2% |
| 3M | -4.8% | +5.6% | -10.3% | -6.5% |
| 6M | -9.1% | -8.3% | -0.8% | -7.4% |
| YTD | -5.9% | +4.3% | -10.2% | -7.7% |
| 1Y | -20.4% | +9.1% | -29.5% | -23.0% |
| 3Y | +36.6% | +52.1% | -15.5% | +19.8% |
| 5Y | +117.3% | +79.7% | +37.7% | +80.0% |
| 10Y | +362.7% | +281.8% | +80.9% | +208.6% |
| All | +9,262.2% | +7,349.4% | +1,912.8% | +3,502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling