+325.1%
COP vs VLO
+902.9%
-577.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -1.4% |
| 7D | -0.8% | +5.8% | -6.6% | -4.2% |
| 30D | +15.6% | +28.3% | -12.8% | -0.9% |
| 3M | +14.3% | +48.7% | -34.4% | -10.9% |
| 6M | +17.0% | +71.9% | -54.9% | -17.1% |
| YTD | +47.4% | +138.7% | -91.2% | -15.0% |
| 1Y | +52.4% | +148.5% | -96.0% | -14.8% |
| 3Y | +20.8% | +192.7% | -171.8% | -41.3% |
| 5Y | +191.7% | +601.6% | -409.9% | -19.9% |
| 10Y | +325.1% | +900.2% | -575.1% | +14.1% |
| All | +325.1% | +902.9% | -577.8% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling