+35,889.1%
VLO vs CAG
+604.9%
+35,284.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | -3.8% | +9.0% | +6.1% |
| 30D | +22.6% | +3.1% | +19.5% | +21.7% |
| 3M | +43.8% | +23.5% | +20.3% | +36.8% |
| 6M | +65.7% | -14.8% | +80.6% | +70.4% |
| YTD | +131.1% | -5.4% | +136.5% | +131.7% |
| 1Y | +143.6% | -11.8% | +155.4% | +147.4% |
| 3Y | +201.4% | -36.7% | +238.0% | +225.6% |
| 5Y | +568.9% | -40.3% | +609.2% | +624.5% |
| 10Y | +891.8% | -37.0% | +928.8% | +915.5% |
| All | +35,889.1% | +604.9% | +35,284.2% | +23,160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling