+120.6%
VLO vs CAH
+38.5%
+82.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.3% | -5.3% |
| 7D | -6.0% | +7.0% | -13.0% | -5.3% |
| 30D | -12.9% | +12.4% | -25.2% | -11.6% |
| 3M | +18.3% | +12.2% | +6.2% | +19.8% |
| 6M | +46.4% | +33.2% | +13.2% | +52.8% |
| YTD | +127.7% | +28.4% | +99.4% | +133.7% |
| 1Y | +120.6% | +35.0% | +85.6% | +125.2% |
| All | +120.6% | +38.5% | +82.1% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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