+781.5%
CDE vs VLO
+192.7%
+588.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -6.1% | +4.0% | -10.0% | -6.7% |
| 30D | +9.5% | +19.0% | -9.5% | +5.9% |
| 3M | +32.0% | +50.0% | -18.0% | +21.4% |
| 6M | -12.8% | +79.1% | -91.9% | -25.0% |
| YTD | +14.2% | +140.3% | -126.1% | -11.6% |
| 1Y | +36.3% | +148.3% | -112.0% | +3.8% |
| All | +781.5% | +192.7% | +588.8% | +504.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling