+4,492.0%
COP vs VLO
+35,889.1%
-31,397.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | +5.2% | -2.2% | +0.8% |
| 30D | +17.5% | +22.6% | -5.1% | +7.6% |
| 3M | +13.4% | +43.8% | -30.4% | -3.3% |
| 6M | +17.7% | +65.7% | -48.0% | -5.8% |
| YTD | +46.6% | +131.1% | -84.5% | +1.6% |
| 1Y | +44.6% | +143.6% | -99.0% | -2.3% |
| 3Y | +20.7% | +201.4% | -180.7% | -26.7% |
| 5Y | +185.0% | +568.9% | -383.8% | +24.5% |
| 10Y | +347.0% | +891.8% | -544.8% | +64.9% |
| All | +4,492.0% | +35,889.1% | -31,397.1% | +539.5% |
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