+427.5%
ORLY vs CMS
+140.2%
+287.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +2.6% | +1.7% | +0.8% | +1.8% |
| 30D | +6.3% | +6.2% | +0.2% | +3.6% |
| 3M | -0.4% | +0.6% | -1.0% | -0.8% |
| 6M | +2.8% | -1.8% | +4.5% | +3.4% |
| YTD | +1.1% | +3.8% | -2.8% | -0.9% |
| 1Y | -6.3% | -1.8% | -4.5% | -5.9% |
| 3Y | +38.9% | +39.8% | -1.0% | +18.7% |
| 5Y | +113.1% | +37.1% | +76.0% | +79.8% |
| All | +427.5% | +140.2% | +287.3% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling