+938.9%
VLO vs CAG
-35.6%
+974.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | +6.2% | -6.6% | +12.9% | +7.2% |
| 30D | +23.5% | +2.3% | +21.2% | +23.1% |
| 3M | +53.9% | +16.3% | +37.5% | +50.4% |
| 6M | +81.7% | -16.0% | +97.7% | +85.2% |
| YTD | +142.5% | -7.7% | +150.2% | +143.6% |
| 1Y | +145.4% | -16.0% | +161.5% | +149.7% |
| 3Y | +197.3% | -37.7% | +235.0% | +213.6% |
| 5Y | +614.6% | -41.2% | +655.8% | +655.4% |
| 10Y | +938.9% | -33.8% | +972.7% | +1,013.0% |
| All | +938.9% | -35.6% | +974.5% | +1,013.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling