+170.4%
ORLY vs CPNG
-76.9%
+247.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.1% | -5.4% | +3.3% | -2.0% |
| 30D | -7.6% | -11.1% | +3.5% | -7.3% |
| 3M | -5.5% | -3.0% | -2.5% | -5.6% |
| 6M | -9.7% | -23.5% | +13.8% | -9.1% |
| YTD | -6.2% | -37.8% | +31.6% | -4.9% |
| 1Y | -18.6% | -54.3% | +35.7% | -16.6% |
| 3Y | +33.8% | -20.8% | +54.6% | +33.0% |
| 5Y | +116.5% | -51.1% | +167.6% | +110.8% |
| All | +170.4% | -76.9% | +247.3% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling