+37.0%
ORLY vs CPRT
-28.6%
+65.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -6.7% | +8.2% | -14.9% | -8.6% |
| 3M | -3.8% | +2.3% | -6.1% | -4.7% |
| 6M | -9.0% | -14.7% | +5.7% | -6.1% |
| YTD | -5.6% | -18.2% | +12.6% | -1.8% |
| 1Y | -19.5% | -33.4% | +13.9% | -11.7% |
| All | +37.0% | -28.6% | +65.6% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling