+36.6%
ORLY vs CPNG
-19.3%
+55.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.0% |
| 6M | -9.1% | -19.4% | +10.4% | -9.2% |
| YTD | -5.9% | -35.9% | +30.0% | -6.4% |
| 1Y | -20.4% | -53.4% | +33.0% | -21.3% |
| 3Y | +36.6% | -20.0% | +56.6% | +39.7% |
| All | +36.6% | -19.3% | +55.9% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling