+60.7%
COP vs VLO
+120.8%
-60.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.8% | +0.6% | -2.6% |
| 7D | -8.1% | -6.0% | -2.2% | -5.5% |
| 30D | +6.7% | -12.9% | +19.5% | +12.8% |
| 3M | +16.9% | +18.3% | -1.5% | +7.1% |
| 6M | +11.2% | +46.4% | -35.3% | -8.5% |
| YTD | +49.5% | +127.7% | -78.2% | +2.0% |
| 1Y | +60.7% | +120.6% | -59.9% | +10.8% |
| All | +60.7% | +120.8% | -60.1% | +10.8% |
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 · 6 months rolling