-20.4%
ORLY vs CPNG
-52.8%
+32.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.4% |
| 7D | -2.4% | -1.1% | -1.2% | -2.4% |
| 30D | -6.8% | -7.4% | +0.6% | -6.9% |
| 3M | -4.8% | -12.3% | +7.6% | -5.1% |
| 6M | -9.1% | -19.4% | +10.4% | -9.3% |
| YTD | -5.9% | -35.9% | +30.0% | -7.3% |
| 1Y | -20.4% | -53.4% | +33.0% | -25.9% |
| All | -20.4% | -52.8% | +32.4% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling