+16.2%
CVS vs VLO
+117.8%
-101.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +6.6% | +9.6% | -3.1% | +5.7% |
| 30D | -0.4% | -17.4% | +16.9% | +0.5% |
| 3M | -5.3% | +10.8% | -16.0% | -5.6% |
| 6M | -7.7% | +56.9% | -64.7% | -9.5% |
| YTD | +16.0% | +136.8% | -120.7% | +8.9% |
| 1Y | +16.2% | +120.7% | -104.4% | +9.6% |
| All | +16.2% | +117.8% | -101.6% | +9.6% |
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