+120.6%
VLO vs CAG
-6.8%
+127.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.7% | -5.7% |
| 7D | -6.0% | +9.7% | -15.7% | -6.0% |
| 30D | -12.9% | +15.8% | -28.6% | -12.9% |
| 3M | +18.3% | +1.8% | +16.5% | +18.7% |
| 6M | +46.4% | +11.5% | +34.9% | +46.2% |
| YTD | +127.7% | -6.7% | +134.5% | +124.4% |
| 1Y | +120.6% | -5.6% | +126.3% | +117.3% |
| All | +120.6% | -6.8% | +127.4% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling