+356.9%
ORLY vs CSGP
+41.1%
+315.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.8% |
| 7D | -2.3% | -5.1% | +2.8% | -1.1% |
| 30D | -8.2% | +0.3% | -8.5% | -8.4% |
| 3M | -3.5% | -9.1% | +5.6% | -1.8% |
| 6M | -9.2% | -37.3% | +28.1% | +0.6% |
| YTD | -5.8% | -54.9% | +49.0% | +12.0% |
| 1Y | -19.3% | -65.5% | +46.3% | +2.5% |
| 3Y | +34.4% | -63.3% | +97.7% | +63.8% |
| 5Y | +117.8% | -65.8% | +183.6% | +164.5% |
| 10Y | +356.9% | +40.1% | +316.8% | +296.6% |
| All | +356.9% | +41.1% | +315.8% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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