+118.0%
ORLY vs CMS
+23.1%
+95.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 6M | -9.0% | -10.3% | +1.3% | -5.8% |
| YTD | -5.6% | -0.2% | -5.4% | -5.6% |
| 1Y | -19.5% | -0.9% | -18.6% | -19.3% |
| 3Y | +34.7% | +34.0% | +0.8% | +23.8% |
| 5Y | +118.0% | +23.6% | +94.5% | +104.5% |
| All | +118.0% | +23.1% | +95.0% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling