+53,441.7%
ORLY vs CNP
+1,038.7%
+52,403.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -2.3% | +1.6% | -4.0% | -2.6% |
| 30D | -8.2% | -0.8% | -7.4% | -8.1% |
| 3M | -3.5% | -3.6% | 0.0% | -3.0% |
| 6M | -9.2% | -6.9% | -2.3% | -8.2% |
| YTD | -5.8% | +6.4% | -12.3% | -6.9% |
| 1Y | -19.3% | +9.9% | -29.2% | -20.6% |
| 3Y | +34.4% | +53.1% | -18.7% | +24.8% |
| 5Y | +117.8% | +72.0% | +45.9% | +98.0% |
| 10Y | +356.9% | +131.5% | +225.4% | +286.9% |
| All | +53,441.7% | +1,038.7% | +52,403.0% | +35,391.5% |
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