+118.0%
ORLY vs CP
+34.0%
+84.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -6.7% | -0.5% | -6.2% | -6.6% |
| 3M | -3.8% | +0.1% | -3.9% | -3.9% |
| 6M | -9.0% | +7.8% | -16.8% | -10.6% |
| YTD | -5.6% | +22.9% | -28.5% | -9.9% |
| 1Y | -19.5% | +21.3% | -40.8% | -23.0% |
| 3Y | +34.7% | +20.4% | +14.4% | +27.0% |
| All | +118.0% | +34.0% | +84.0% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling