+40.0%
CVS vs VLO
+946.8%
-906.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -2.2% | +5.3% | -7.5% | -3.2% |
| 30D | -0.1% | +18.2% | -18.3% | -3.3% |
| 3M | -5.2% | +53.3% | -58.5% | -13.0% |
| 6M | +26.9% | +70.4% | -43.5% | +13.4% |
| YTD | +22.1% | +143.4% | -121.3% | +1.1% |
| 1Y | +30.8% | +153.0% | -122.2% | +7.1% |
| 3Y | +54.4% | +195.0% | -140.6% | +20.0% |
| 5Y | +33.4% | +618.8% | -585.4% | -18.0% |
| All | +40.0% | +946.8% | -906.8% | -25.2% |
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