+54,688.5%
ORLY vs CPB
+208.0%
+54,480.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.5% |
| 7D | -0.7% | -8.6% | +7.9% | +1.6% |
| 30D | -5.9% | -7.2% | +1.3% | -4.2% |
| 3M | -0.6% | +0.9% | -1.5% | -1.1% |
| 6M | -6.8% | -11.8% | +5.0% | -4.2% |
| YTD | -3.6% | -19.4% | +15.8% | +1.2% |
| 1Y | -16.3% | -30.4% | +14.1% | -8.9% |
| 3Y | +39.1% | -40.2% | +79.3% | +55.3% |
| 5Y | +125.4% | -39.5% | +164.9% | +148.9% |
| 10Y | +366.5% | -47.4% | +413.9% | +417.1% |
| All | +54,688.5% | +208.0% | +54,480.4% | +45,404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling