+36.6%
ORLY vs CRBG
+122.1%
-85.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.2% |
| 7D | -2.4% | +0.6% | -2.9% | -2.4% |
| 30D | -6.8% | +2.6% | -9.4% | -7.0% |
| 3M | -4.8% | +24.0% | -28.7% | -7.0% |
| 6M | -9.1% | +50.5% | -59.6% | -13.2% |
| YTD | -5.9% | +17.1% | -23.0% | -8.0% |
| 1Y | -20.4% | +5.9% | -26.3% | -21.3% |
| 3Y | +36.6% | +122.7% | -86.1% | +16.2% |
| All | +36.6% | +122.1% | -85.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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