+37.0%
ORLY vs CPB
-40.6%
+77.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -1.0% | -8.0% | +7.0% | +0.5% |
| 30D | -6.7% | -2.4% | -4.3% | -6.4% |
| 3M | -3.8% | +0.5% | -4.4% | -4.0% |
| 6M | -9.0% | -10.5% | +1.4% | -7.7% |
| YTD | -5.6% | -17.5% | +11.9% | -3.0% |
| 1Y | -19.5% | -31.0% | +11.5% | -15.0% |
| All | +37.0% | -40.6% | +77.6% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling