+119.2%
ORLY vs CMI
+164.8%
-45.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -2.4% | -0.7% | -1.6% | -2.3% |
| 30D | -6.8% | -12.4% | +5.6% | -5.1% |
| 3M | -4.8% | -14.8% | +10.0% | -3.1% |
| 6M | -9.1% | +0.8% | -9.9% | -10.6% |
| YTD | -5.9% | +10.2% | -16.1% | -9.0% |
| 1Y | -20.4% | +37.4% | -57.8% | -26.3% |
| 3Y | +36.6% | +153.3% | -116.7% | +7.0% |
| All | +119.2% | +164.8% | -45.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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