+35,889.1%
VLO vs CAH
+15,076.3%
+20,812.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.2% | +5.4% | -0.2% | +3.5% |
| 30D | +22.6% | +3.3% | +19.3% | +21.3% |
| 3M | +43.8% | +22.8% | +21.0% | +34.4% |
| 6M | +65.7% | +11.3% | +54.5% | +59.0% |
| YTD | +131.1% | +21.1% | +110.0% | +114.8% |
| 1Y | +143.6% | +67.2% | +76.4% | +102.9% |
| 3Y | +201.4% | +195.6% | +5.8% | +105.3% |
| 5Y | +568.9% | +413.8% | +155.1% | +277.1% |
| 10Y | +891.8% | +309.6% | +582.2% | +477.1% |
| All | +35,889.1% | +15,076.3% | +20,812.8% | +11,235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling