+14,378.9%
ORLY vs CSGP
+3,294.4%
+11,084.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.7% | +2.9% | -0.9% |
| 7D | +2.0% | +1.3% | +0.7% | +1.8% |
| 30D | +6.2% | +10.7% | -4.4% | +3.7% |
| 3M | -3.7% | +3.3% | -7.0% | -5.0% |
| 6M | -5.2% | -10.3% | +5.2% | -4.2% |
| YTD | -1.4% | -54.6% | +53.1% | +12.1% |
| 1Y | -5.4% | -54.6% | +49.3% | +7.5% |
| 3Y | +41.0% | -60.3% | +101.4% | +61.6% |
| 5Y | +111.3% | -63.3% | +174.6% | +141.3% |
| 10Y | +416.2% | +66.5% | +349.7% | +339.7% |
| All | +14,378.9% | +3,294.4% | +11,084.5% | +6,726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling