+20,721.8%
ORLY vs CRL
+1,339.8%
+19,382.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.7% |
| 7D | -2.3% | -0.6% | -1.8% | -2.3% |
| 30D | -8.2% | +5.0% | -13.1% | -9.2% |
| 3M | -3.5% | +50.6% | -54.1% | -11.9% |
| 6M | -9.2% | +60.9% | -70.1% | -18.8% |
| YTD | -5.8% | +40.7% | -46.6% | -13.7% |
| 1Y | -19.3% | +73.3% | -92.6% | -29.7% |
| 3Y | +34.4% | +40.6% | -6.1% | +16.8% |
| 5Y | +117.8% | -37.0% | +154.8% | +122.4% |
| 10Y | +356.9% | +244.3% | +112.7% | +199.4% |
| All | +20,721.8% | +1,339.8% | +19,382.0% | +9,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling