+110.5%
ORLY vs CP
+25.9%
+84.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.9% | -0.7% | -1.3% | -1.8% |
| 30D | +4.5% | +9.6% | -5.1% | +2.3% |
| 3M | -2.2% | +2.2% | -4.4% | -2.8% |
| 6M | -0.9% | +11.1% | -12.0% | -3.3% |
| YTD | -0.7% | +28.2% | -28.9% | -6.2% |
| 1Y | -8.7% | +32.2% | -40.9% | -14.4% |
| 3Y | +37.7% | +35.5% | +2.2% | +25.6% |
| 5Y | +110.5% | +26.8% | +83.8% | +93.9% |
| All | +110.5% | +25.9% | +84.6% | +93.9% |
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