+63.6%
CVS vs VLO
+200.7%
-137.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.1% |
| 7D | -1.6% | +5.8% | -7.3% | -2.3% |
| 30D | +0.4% | +28.3% | -28.0% | -2.8% |
| 3M | -0.4% | +48.7% | -49.2% | -5.5% |
| 6M | +25.1% | +71.9% | -46.8% | +16.0% |
| YTD | +23.9% | +138.7% | -114.8% | +8.9% |
| 1Y | +41.1% | +148.5% | -107.4% | +22.8% |
| 3Y | +63.6% | +192.7% | -129.0% | +35.6% |
| All | +63.6% | +200.7% | -137.0% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling