+1,770.7%
CVS vs VLO
+35,208.6%
-33,437.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | -3.6% | +12.3% | -15.9% | -5.8% |
| 6M | -1.6% | +47.8% | -49.5% | -8.8% |
| YTD | +16.3% | +126.7% | -110.5% | -0.9% |
| 1Y | +15.5% | +105.4% | -89.8% | +0.2% |
| 3Y | +48.1% | +222.0% | -173.9% | +16.3% |
| 5Y | +12.3% | +449.8% | -437.5% | -22.0% |
| 10Y | +62.7% | +754.3% | -691.6% | -1.8% |
| All | +1,770.7% | +35,208.6% | -33,437.9% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling