+119.2%
ORLY vs CRL
-37.1%
+156.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.2% |
| 7D | -2.4% | -3.5% | +1.2% | -2.0% |
| 30D | -6.8% | -2.1% | -4.6% | -6.6% |
| 3M | -4.8% | +48.0% | -52.7% | -8.7% |
| 6M | -9.1% | +64.7% | -73.8% | -14.0% |
| YTD | -5.9% | +39.5% | -45.4% | -9.7% |
| 1Y | -20.4% | +74.2% | -94.6% | -25.4% |
| 3Y | +36.6% | +39.4% | -2.8% | +29.5% |
| All | +119.2% | -37.1% | +156.3% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling