+359.4%
ORLY vs CNH
+157.1%
+202.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | -2.1% | -2.5% | +0.3% | -1.7% |
| 30D | -7.6% | +27.0% | -34.6% | -12.2% |
| 3M | -5.5% | +32.6% | -38.1% | -11.3% |
| 6M | -9.7% | +23.6% | -33.3% | -14.4% |
| YTD | -6.2% | +47.8% | -54.1% | -14.6% |
| 1Y | -18.6% | +21.3% | -39.9% | -23.1% |
| 3Y | +33.8% | +7.0% | +26.9% | +26.8% |
| 5Y | +116.5% | +10.2% | +106.4% | +97.5% |
| All | +359.4% | +157.1% | +202.3% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling