+1,976.0%
ORLY vs CPAY
+1,532.9%
+443.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | -6.8% | -0.4% | -6.4% | -6.7% |
| 3M | -4.8% | +16.4% | -21.1% | -8.3% |
| 6M | -9.1% | +23.5% | -32.6% | -14.2% |
| YTD | -5.9% | +35.7% | -41.6% | -14.0% |
| 1Y | -20.4% | +30.2% | -50.6% | -26.8% |
| 3Y | +36.6% | +49.7% | -13.1% | +17.8% |
| 5Y | +117.3% | +56.6% | +60.8% | +81.0% |
| 10Y | +362.7% | +153.8% | +208.9% | +229.7% |
| All | +1,976.0% | +1,532.9% | +443.1% | +988.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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