-16.3%
ORLY vs CNH
+29.2%
-45.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.5% | +0.4% |
| 7D | -0.7% | +23.3% | -24.0% | -1.8% |
| 30D | -5.9% | +33.5% | -39.4% | -7.4% |
| 3M | -0.6% | +32.7% | -33.3% | -2.2% |
| 6M | -6.8% | +22.2% | -28.9% | -9.2% |
| YTD | -3.6% | +57.7% | -61.3% | -3.9% |
| 1Y | -16.3% | +28.0% | -44.3% | -17.6% |
| All | -16.3% | +29.2% | -45.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling