+983.8%
ORLY vs CNH
+36.2%
+947.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.6% | +3.0% | -0.5% | +1.9% |
| 30D | +6.3% | -0.6% | +6.9% | +6.2% |
| 3M | -0.4% | +14.6% | -15.1% | -3.6% |
| 6M | +2.8% | +11.8% | -9.0% | -0.6% |
| YTD | +1.1% | +30.4% | -29.3% | -5.4% |
| 1Y | -6.3% | +19.1% | -25.3% | -10.9% |
| 3Y | +38.9% | +30.2% | +8.7% | +26.0% |
| 5Y | +113.1% | -17.8% | +130.9% | +108.5% |
| 10Y | +426.2% | +103.9% | +322.3% | +302.0% |
| All | +983.8% | +36.2% | +947.6% | +708.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling