-20.4%
ORLY vs CPB
-33.6%
+13.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -6.8% | -7.1% | +0.3% | -5.4% |
| 3M | -4.8% | -6.0% | +1.3% | -3.8% |
| 6M | -9.1% | -5.3% | -3.8% | -8.4% |
| YTD | -5.9% | -20.8% | +14.9% | -2.5% |
| 1Y | -20.4% | -33.8% | +13.4% | -17.1% |
| All | -20.4% | -33.6% | +13.2% | -17.1% |
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