+53,441.7%
ORLY vs CTAS
+12,620.3%
+40,821.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -8.2% | -1.0% | -7.2% | -7.8% |
| 3M | -3.5% | +15.8% | -19.3% | -8.8% |
| 6M | -9.2% | -1.0% | -8.2% | -9.3% |
| YTD | -5.8% | +7.4% | -13.3% | -8.7% |
| 1Y | -19.3% | -0.1% | -19.1% | -19.7% |
| 3Y | +34.4% | +66.3% | -31.9% | +9.5% |
| 5Y | +117.8% | +111.0% | +6.9% | +61.6% |
| 10Y | +356.9% | +662.9% | -306.0% | +108.9% |
| All | +53,441.7% | +12,620.3% | +40,821.4% | +11,753.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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