+60.4%
CVS vs VLO
+790.8%
-730.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +6.6% | +9.6% | -3.1% | +4.6% |
| 30D | -0.4% | -17.4% | +16.9% | +3.1% |
| 3M | -5.3% | +10.8% | -16.0% | -7.4% |
| 6M | -7.7% | +56.9% | -64.7% | -16.0% |
| YTD | +16.0% | +136.8% | -120.7% | -3.5% |
| 1Y | +16.2% | +120.7% | -104.4% | -2.1% |
| 3Y | +47.6% | +231.9% | -184.4% | +11.8% |
| 5Y | +12.3% | +479.0% | -466.7% | -27.2% |
| All | +60.4% | +790.8% | -730.3% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling