-65.0%
CBRS vs VLO
+57.2%
-122.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.3% | +9.9% | +11.0% |
| 7D | +21.2% | +9.6% | +11.6% | +19.4% |
| 30D | -23.2% | -17.4% | -5.8% | -22.4% |
| 3M | -52.9% | +10.8% | -63.7% | -54.7% |
| All | -65.0% | +57.2% | -122.3% | -68.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling