+68.1%
COST vs VLO
+195.4%
-127.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | -2.8% | +6.2% | -9.0% | -3.1% |
| 30D | -5.3% | +23.5% | -28.8% | -6.4% |
| 3M | -6.7% | +53.9% | -60.5% | -8.9% |
| 6M | -9.9% | +81.7% | -91.6% | -13.0% |
| YTD | +5.1% | +142.5% | -137.3% | -0.4% |
| 1Y | -7.3% | +145.4% | -152.7% | -12.4% |
| All | +68.1% | +195.4% | -127.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling