+53,398.1%
ORLY vs CMI
+10,183.2%
+43,214.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | -6.8% | -12.4% | +5.6% | -3.8% |
| 3M | -4.8% | -14.8% | +10.0% | -1.6% |
| 6M | -9.1% | +0.8% | -9.9% | -10.5% |
| YTD | -5.9% | +10.2% | -16.1% | -9.6% |
| 1Y | -20.4% | +37.4% | -57.8% | -27.9% |
| 3Y | +36.6% | +153.3% | -116.7% | +4.2% |
| 5Y | +117.3% | +167.6% | -50.3% | +61.6% |
| 10Y | +362.7% | +514.4% | -151.6% | +175.4% |
| All | +53,398.1% | +10,183.2% | +43,214.8% | +12,982.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling