+409.9%
ORLY vs CSGP
+72.5%
+337.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.6% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | +3.9% | +5.3% | -1.4% | +2.1% |
| 3M | -4.0% | +3.3% | -7.3% | -5.6% |
| 6M | -3.4% | -4.7% | +1.3% | -3.5% |
| YTD | -1.6% | -53.5% | +52.0% | +15.0% |
| 1Y | -7.5% | -53.7% | +46.2% | +8.0% |
| 3Y | +37.7% | -59.7% | +97.4% | +62.1% |
| 5Y | +109.3% | -62.5% | +171.8% | +145.3% |
| 10Y | +409.9% | +67.3% | +342.6% | +382.2% |
| All | +409.9% | +72.5% | +337.3% | +382.2% |
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