+53.3%
COP vs VLO
+150.4%
-97.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -0.5% | +6.2% | -6.7% | -3.3% |
| 30D | +11.7% | +23.5% | -11.8% | +1.0% |
| 3M | +17.7% | +53.9% | -36.2% | -4.7% |
| 6M | +18.3% | +81.7% | -63.4% | -11.4% |
| YTD | +49.1% | +142.5% | -93.4% | -2.4% |
| 1Y | +53.3% | +145.4% | -92.1% | -0.7% |
| All | +53.3% | +150.4% | -97.1% | -0.7% |
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