+326.0%
CAT vs VLO
+567.8%
-241.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +5.2% | -3.5% | +0.1% |
| 30D | -6.6% | +22.6% | -29.2% | -12.3% |
| 3M | -13.3% | +43.8% | -57.1% | -22.9% |
| 6M | +11.6% | +65.7% | -54.1% | -6.7% |
| YTD | +42.9% | +131.1% | -88.2% | +5.3% |
| 1Y | +95.4% | +143.6% | -48.2% | +40.1% |
| 3Y | +196.6% | +201.4% | -4.8% | +90.7% |
| All | +326.0% | +567.8% | -241.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 5y: compounded portfolio wealth divided by compounded VLO 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…
5y analysis · Full analysis span regression · 6 months rolling