+57,369.0%
ORLY vs CNP
+1,069.1%
+56,299.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | +6.3% | +3.8% | +2.5% | +5.6% |
| 3M | -0.4% | +2.4% | -2.8% | -0.9% |
| 6M | +2.8% | -1.2% | +4.0% | +2.8% |
| YTD | +1.1% | +9.3% | -8.2% | -0.6% |
| 1Y | -6.3% | +6.4% | -12.7% | -7.4% |
| 3Y | +38.9% | +66.4% | -27.5% | +27.1% |
| 5Y | +113.1% | +75.7% | +37.4% | +93.0% |
| 10Y | +426.2% | +145.1% | +281.1% | +341.9% |
| All | +57,369.0% | +1,069.1% | +56,299.9% | +37,802.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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