+4,560.7%
COP vs VLO
+33,533.0%
-28,972.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -11.5% | -13.3% | +1.8% | -6.0% |
| 30D | +5.0% | -18.3% | +23.3% | +14.0% |
| 3M | +17.5% | +14.3% | +3.1% | +10.2% |
| 6M | +16.2% | +47.6% | -31.4% | -2.6% |
| YTD | +48.8% | +116.0% | -67.2% | +5.6% |
| 1Y | +64.1% | +101.0% | -36.9% | +19.9% |
| 3Y | +25.7% | +199.0% | -173.4% | -23.6% |
| 5Y | +114.4% | +419.0% | -304.7% | +3.3% |
| 10Y | +331.7% | +778.2% | -446.5% | +66.8% |
| All | +4,560.7% | +33,533.0% | -28,972.3% | +564.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling