+361.0%
ORLY vs CRS
+1,392.1%
-1,031.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -2.4% | -6.8% | +4.4% | -1.4% |
| 30D | -6.8% | -16.1% | +9.4% | -4.4% |
| 3M | -4.8% | -21.2% | +16.4% | -1.8% |
| 6M | -9.1% | +8.7% | -17.8% | -11.1% |
| YTD | -5.9% | +41.0% | -46.9% | -11.8% |
| 1Y | -20.4% | +82.7% | -103.1% | -28.9% |
| 3Y | +36.6% | +604.8% | -568.2% | -7.1% |
| 5Y | +117.3% | +1,384.7% | -1,267.4% | +23.0% |
| All | +361.0% | +1,392.1% | -1,031.0% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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