+116.5%
ORLY vs CPB
-40.6%
+157.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.3% |
| 7D | -2.1% | -5.4% | +3.2% | -0.9% |
| 30D | -7.6% | -7.8% | +0.2% | -6.1% |
| 3M | -5.5% | -6.9% | +1.5% | -4.2% |
| 6M | -9.7% | -12.2% | +2.5% | -7.5% |
| YTD | -6.2% | -21.1% | +14.8% | -1.8% |
| 1Y | -18.6% | -33.5% | +14.9% | -11.7% |
| 3Y | +33.8% | -43.2% | +77.0% | +48.6% |
| 5Y | +116.5% | -40.9% | +157.4% | +141.8% |
| All | +116.5% | -40.6% | +157.2% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling