-70.5%
CBRS vs VLO
+51.2%
-121.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.8% | -0.3% | -5.6% |
| 7D | -18.4% | -6.0% | -12.4% | -17.8% |
| 30D | -49.4% | -12.9% | -36.5% | -49.1% |
| 3M | -59.6% | +18.3% | -77.9% | -61.6% |
| All | -70.5% | +51.2% | -121.7% | -72.8% |
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