-32.5%
CBRS vs VLO
+53.5%
-85.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.3% |
| 7D | +17.3% | +5.2% | +12.1% | +16.1% |
| 30D | -2.0% | +22.6% | -24.6% | -6.1% |
| 3M | -2.5% | +43.8% | -46.3% | -6.8% |
| All | -32.5% | +53.5% | -85.9% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling