+30,189.4%
ORLY vs CNI
+6,516.9%
+23,672.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -6.8% | -2.7% | -4.1% | -5.8% |
| 3M | -4.8% | +3.9% | -8.7% | -6.3% |
| 6M | -9.1% | +16.4% | -25.4% | -14.6% |
| YTD | -5.9% | +25.8% | -31.7% | -14.6% |
| 1Y | -20.4% | +32.4% | -52.8% | -29.4% |
| 3Y | +36.6% | +19.1% | +17.5% | +24.1% |
| 5Y | +117.3% | +13.6% | +103.8% | +98.5% |
| 10Y | +362.7% | +136.8% | +225.9% | +205.9% |
| All | +30,189.4% | +6,516.9% | +23,672.6% | +5,874.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling