-16.3%
ORLY vs CPB
-32.6%
+16.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.4% |
| 7D | -0.7% | -8.6% | +7.9% | +1.3% |
| 30D | -5.9% | -7.2% | +1.3% | -4.5% |
| 3M | -0.6% | +0.9% | -1.5% | -0.7% |
| 6M | -6.8% | -11.8% | +5.0% | -5.4% |
| YTD | -3.6% | -19.4% | +15.8% | -0.5% |
| 1Y | -16.3% | -30.4% | +14.1% | -12.6% |
| All | -16.3% | -32.6% | +16.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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