+37.0%
ORLY vs CMS
+34.5%
+2.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -6.7% | -1.3% | -5.4% | -6.3% |
| 3M | -3.8% | -5.4% | +1.6% | -1.8% |
| 6M | -9.0% | -10.3% | +1.3% | -5.5% |
| YTD | -5.6% | -0.2% | -5.4% | -5.4% |
| 1Y | -19.5% | -0.9% | -18.6% | -19.1% |
| All | +37.0% | +34.5% | +2.5% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling