+107.7%
COST vs VLO
+608.8%
-501.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.2% | +5.3% | -6.5% | -1.6% |
| 30D | -4.7% | +18.2% | -23.0% | -5.8% |
| 3M | -7.1% | +53.3% | -60.5% | -9.9% |
| 6M | -8.5% | +70.4% | -79.0% | -12.0% |
| YTD | +5.4% | +143.4% | -138.0% | -1.4% |
| 1Y | -5.6% | +153.0% | -158.6% | -12.1% |
| 3Y | +68.5% | +195.0% | -126.5% | +52.9% |
| All | +107.7% | +608.8% | -501.1% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling