+359.4%
ORLY vs CPRT
+392.8%
-33.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.8% |
| 7D | -2.1% | -8.4% | +6.3% | +1.0% |
| 30D | -7.6% | +4.6% | -12.2% | -9.5% |
| 3M | -5.5% | -1.9% | -3.5% | -5.5% |
| 6M | -9.7% | -15.3% | +5.6% | -4.9% |
| YTD | -6.2% | -21.5% | +15.2% | +1.1% |
| 1Y | -18.6% | -36.6% | +18.0% | -4.9% |
| 3Y | +33.8% | -31.2% | +65.0% | +47.8% |
| 5Y | +116.5% | -14.1% | +130.7% | +113.7% |
| All | +359.4% | +392.8% | -33.4% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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