+35.4%
CVS vs VLO
+143.4%
-107.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | +5.2% | -1.3% | +3.8% |
| 30D | -2.4% | +22.6% | -25.0% | -2.9% |
| 3M | +2.7% | +43.8% | -41.1% | +1.6% |
| 6M | +21.9% | +65.7% | -43.9% | +20.1% |
| YTD | +24.7% | +131.1% | -106.4% | +22.3% |
| 1Y | +35.4% | +143.6% | -108.2% | +35.5% |
| All | +35.4% | +143.4% | -107.9% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling