+119.2%
ORLY vs CNI
+12.6%
+106.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -6.8% | -2.7% | -4.1% | -6.1% |
| 3M | -4.8% | +3.9% | -8.7% | -5.8% |
| 6M | -9.1% | +16.4% | -25.4% | -13.1% |
| YTD | -5.9% | +25.8% | -31.7% | -12.1% |
| 1Y | -20.4% | +32.4% | -52.8% | -26.9% |
| 3Y | +36.6% | +19.1% | +17.5% | +27.1% |
| All | +119.2% | +12.6% | +106.5% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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