+47.8%
CVS vs VLO
+221.8%
-174.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.1% |
| 7D | +12.0% | -0.4% | +12.4% | +12.0% |
| 30D | +2.8% | -16.6% | +19.3% | +4.9% |
| 3M | -3.6% | +12.3% | -15.9% | -5.0% |
| 6M | -1.6% | +47.8% | -49.5% | -6.4% |
| YTD | +16.3% | +126.7% | -110.5% | +3.4% |
| 1Y | +15.5% | +105.4% | -89.8% | +4.2% |
| All | +47.8% | +221.8% | -174.0% | +25.1% |
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