+31.8%
CVS vs VLO
+619.0%
-587.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.9% | +6.2% | -8.1% | -2.7% |
| 30D | -0.3% | +23.5% | -23.8% | -3.1% |
| 3M | -1.1% | +53.9% | -55.0% | -6.8% |
| 6M | +23.7% | +81.7% | -58.0% | +13.4% |
| YTD | +23.0% | +142.5% | -119.5% | +7.9% |
| 1Y | +37.2% | +145.4% | -108.3% | +19.7% |
| 3Y | +62.4% | +197.3% | -134.9% | +35.5% |
| 5Y | +31.8% | +614.6% | -582.8% | -2.7% |
| All | +31.8% | +619.0% | -587.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling