+38.9%
ORLY vs CNH
+29.5%
+9.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.6% | +3.0% | -0.5% | +2.3% |
| 30D | +6.3% | -0.6% | +6.9% | +6.3% |
| 3M | -0.4% | +14.6% | -15.1% | -1.4% |
| 6M | +2.8% | +11.8% | -9.0% | +1.8% |
| YTD | +1.1% | +30.4% | -29.3% | -0.8% |
| 1Y | -6.3% | +19.1% | -25.3% | -7.6% |
| 3Y | +38.9% | +30.2% | +8.7% | +41.1% |
| All | +38.9% | +29.5% | +9.3% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling