+432.2%
VLO vs CAG
-38.8%
+471.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.6% | +3.0% |
| 7D | -6.5% | +4.6% | -11.1% | -6.7% |
| 30D | -17.8% | +14.7% | -32.4% | -18.5% |
| 3M | +19.6% | +2.4% | +17.2% | +19.4% |
| 6M | +49.3% | +10.7% | +38.6% | +48.0% |
| YTD | +122.4% | -5.5% | +127.9% | +122.3% |
| 1Y | +107.4% | -4.6% | +112.0% | +107.2% |
| 3Y | +223.1% | -34.4% | +257.5% | +232.1% |
| 5Y | +432.2% | -39.2% | +471.4% | +447.6% |
| All | +432.2% | -38.8% | +471.0% | +447.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling