+249.6%
ORLY vs CTVA
+210.9%
+38.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.1% | -4.7% | +2.5% | -1.0% |
| 30D | -7.6% | +11.1% | -18.7% | -10.0% |
| 3M | -5.5% | +13.7% | -19.2% | -8.9% |
| 6M | -9.7% | +11.2% | -20.9% | -12.6% |
| YTD | -6.2% | +26.9% | -33.1% | -12.3% |
| 1Y | -18.6% | +18.8% | -37.5% | -22.8% |
| 3Y | +33.8% | +75.9% | -42.1% | +12.6% |
| 5Y | +116.5% | +105.2% | +11.3% | +69.7% |
| All | +249.6% | +210.9% | +38.7% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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