+145.4%
VLO vs CAG
-16.0%
+161.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +6.2% | -6.6% | +12.9% | +6.2% |
| 30D | +23.5% | +2.3% | +21.2% | +23.5% |
| 3M | +53.9% | +16.3% | +37.5% | +53.7% |
| 6M | +81.7% | -16.0% | +97.7% | +78.1% |
| YTD | +142.5% | -7.7% | +150.2% | +139.1% |
| 1Y | +145.4% | -16.0% | +161.5% | +137.5% |
| All | +145.4% | -16.0% | +161.5% | +137.5% |
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