+911.8%
VLO vs CAH
+297.3%
+614.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +4.0% | -5.1% | +9.0% | +6.0% |
| 30D | +19.0% | -1.8% | +20.8% | +19.6% |
| 3M | +50.0% | +9.4% | +40.6% | +44.3% |
| 6M | +79.1% | +9.2% | +69.9% | +71.5% |
| YTD | +140.3% | +15.7% | +124.6% | +123.0% |
| 1Y | +148.3% | +59.7% | +88.6% | +99.2% |
| 3Y | +194.6% | +178.5% | +16.2% | +79.2% |
| 5Y | +609.6% | +398.3% | +211.3% | +220.0% |
| All | +911.8% | +297.3% | +614.5% | +353.4% |
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