+1,907.2%
CVS vs VLO
+35,889.1%
-33,981.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | +5.2% | -1.3% | +3.0% |
| 30D | -2.4% | +22.6% | -25.0% | -6.0% |
| 3M | +2.7% | +43.8% | -41.1% | -4.0% |
| 6M | +21.9% | +65.7% | -43.9% | +10.5% |
| YTD | +24.7% | +131.1% | -106.4% | +6.3% |
| 1Y | +35.4% | +143.6% | -108.2% | +14.0% |
| 3Y | +65.2% | +201.4% | -136.2% | +31.5% |
| 5Y | +30.5% | +568.9% | -538.3% | -12.5% |
| 10Y | +40.4% | +891.8% | -851.4% | -17.3% |
| All | +1,907.2% | +35,889.1% | -33,981.9% | +460.4% |
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