+614.6%
VLO vs CAH
+400.5%
+214.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +6.2% | -2.2% | +8.5% | +6.6% |
| 30D | +23.5% | +1.2% | +22.3% | +23.2% |
| 3M | +53.9% | +13.1% | +40.8% | +50.2% |
| 6M | +81.7% | +8.5% | +73.2% | +78.5% |
| YTD | +142.5% | +17.6% | +124.8% | +133.0% |
| 1Y | +145.4% | +60.7% | +84.8% | +116.3% |
| 3Y | +197.3% | +183.2% | +14.2% | +113.2% |
| 5Y | +614.6% | +402.2% | +212.4% | +302.7% |
| All | +614.6% | +400.5% | +214.1% | +302.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling