-18.6%
ORLY vs CP
+20.0%
-38.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.5% |
| 30D | -7.6% | -3.4% | -4.3% | -6.9% |
| 3M | -5.5% | -0.6% | -4.8% | -5.3% |
| 6M | -9.7% | +6.3% | -16.0% | -11.1% |
| YTD | -6.2% | +21.2% | -27.4% | -9.0% |
| 1Y | -18.6% | +20.0% | -38.7% | -21.1% |
| All | -18.6% | +20.0% | -38.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling