+171.4%
ORLY vs CPNG
-76.2%
+247.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.3% |
| 7D | -2.4% | -1.1% | -1.2% | -2.3% |
| 30D | -6.8% | -7.4% | +0.6% | -6.5% |
| 3M | -4.8% | -12.3% | +7.6% | -4.4% |
| 6M | -9.1% | -19.4% | +10.4% | -8.6% |
| YTD | -5.9% | -35.9% | +30.0% | -4.7% |
| 1Y | -20.4% | -53.4% | +33.0% | -18.4% |
| 3Y | +36.6% | -20.0% | +56.6% | +35.7% |
| 5Y | +117.3% | -49.6% | +166.9% | +111.4% |
| All | +171.4% | -76.2% | +247.6% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling