+219.2%
CVX vs VLO
+946.8%
-727.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | +2.6% | +5.3% | -2.7% | 0.0% |
| 30D | +9.8% | +18.2% | -8.4% | +1.0% |
| 3M | +16.2% | +53.3% | -37.1% | -6.4% |
| 6M | +13.6% | +70.4% | -56.8% | -13.5% |
| YTD | +44.4% | +143.4% | -99.0% | -8.5% |
| 1Y | +40.6% | +153.0% | -112.4% | -13.2% |
| 3Y | +48.2% | +195.0% | -146.8% | -18.4% |
| 5Y | +172.3% | +618.8% | -446.5% | -9.5% |
| All | +219.2% | +946.8% | -727.6% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling