+4,537.5%
COP vs VLO
+33,946.6%
-29,409.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.6% |
| 7D | -6.1% | -9.5% | +3.4% | -2.1% |
| 30D | +1.1% | -19.1% | +20.3% | +10.3% |
| 3M | +10.9% | +11.4% | -0.4% | +5.2% |
| 6M | +20.8% | +46.7% | -26.0% | +1.4% |
| YTD | +48.0% | +118.6% | -70.6% | +4.4% |
| 1Y | +58.5% | +99.9% | -41.4% | +16.1% |
| 3Y | +28.1% | +210.5% | -182.3% | -23.4% |
| 5Y | +120.5% | +432.7% | -312.2% | +5.0% |
| 10Y | +310.1% | +717.1% | -407.0% | +62.4% |
| All | +4,537.5% | +33,946.6% | -29,409.1% | +557.4% |
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