+116.5%
ORLY vs CNH
+8.8%
+107.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -2.1% | -2.5% | +0.3% | -1.9% |
| 30D | -7.6% | +27.0% | -34.6% | -10.2% |
| 3M | -5.5% | +32.6% | -38.1% | -8.8% |
| 6M | -9.7% | +23.6% | -33.3% | -12.4% |
| YTD | -6.2% | +47.8% | -54.1% | -11.0% |
| 1Y | -18.6% | +21.3% | -39.9% | -21.1% |
| 3Y | +33.8% | +7.0% | +26.9% | +30.8% |
| 5Y | +116.5% | +10.2% | +106.4% | +108.7% |
| All | +116.5% | +8.8% | +107.7% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling