+601.6%
VLO vs CAG
-40.6%
+642.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.4% |
| 7D | +5.8% | -5.3% | +11.0% | +6.2% |
| 30D | +28.3% | +1.0% | +27.3% | +28.2% |
| 3M | +48.7% | +17.4% | +31.4% | +46.8% |
| 6M | +71.9% | -16.8% | +88.7% | +73.8% |
| YTD | +138.7% | -6.8% | +145.4% | +138.7% |
| 1Y | +148.5% | -15.4% | +163.8% | +150.7% |
| 3Y | +192.7% | -37.1% | +229.7% | +202.2% |
| 5Y | +601.6% | -41.3% | +642.9% | +620.9% |
| All | +601.6% | -40.6% | +642.2% | +620.9% |
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