+54,688.5%
ORLY vs CMS
+808.3%
+53,880.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -5.9% | -3.6% | -2.3% | -5.1% |
| 3M | -0.6% | -1.9% | +1.3% | -0.1% |
| 6M | -6.8% | -11.0% | +4.2% | -4.1% |
| YTD | -3.6% | +0.2% | -3.8% | -3.8% |
| 1Y | -16.3% | -1.3% | -15.0% | -16.2% |
| 3Y | +39.1% | +35.9% | +3.2% | +28.4% |
| 5Y | +125.4% | +23.1% | +102.4% | +111.7% |
| 10Y | +366.5% | +117.9% | +248.6% | +285.2% |
| All | +54,688.5% | +808.3% | +53,880.1% | +27,913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling