+790.3%
VLO vs CAH
+418.0%
+372.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +9.6% | +3.5% | +6.2% | +8.3% |
| 30D | -17.4% | +13.5% | -30.9% | -21.4% |
| 3M | +10.8% | +21.8% | -11.1% | +2.5% |
| 6M | +56.9% | +51.5% | +5.4% | +32.9% |
| YTD | +136.8% | +38.1% | +98.7% | +105.1% |
| 1Y | +120.7% | +37.7% | +83.0% | +91.3% |
| 3Y | +231.9% | +179.6% | +52.3% | +104.7% |
| 5Y | +479.0% | +504.9% | -25.9% | +140.7% |
| All | +790.3% | +418.0% | +372.4% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling