+53,560.1%
ORLY vs CRS
+8,156.5%
+45,403.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -6.7% | -18.1% | +11.4% | -3.4% |
| 3M | -3.8% | -12.4% | +8.6% | -2.0% |
| 6M | -9.0% | +15.9% | -24.9% | -12.4% |
| YTD | -5.6% | +45.8% | -51.5% | -13.3% |
| 1Y | -19.5% | +87.8% | -107.2% | -30.2% |
| 3Y | +34.7% | +648.7% | -614.0% | -14.0% |
| 5Y | +118.0% | +1,416.6% | -1,298.6% | +15.9% |
| 10Y | +364.1% | +1,412.7% | -1,048.6% | +120.5% |
| All | +53,560.1% | +8,156.5% | +45,403.7% | +14,000.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling