+143.6%
VLO vs CAI
-31.3%
+174.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +5.2% | -2.2% | +7.4% | +5.0% |
| 30D | +22.6% | +52.4% | -29.8% | +27.3% |
| 3M | +43.8% | +45.1% | -1.3% | +49.0% |
| 6M | +65.7% | +26.2% | +39.5% | +71.2% |
| YTD | +131.1% | -7.1% | +138.2% | +132.9% |
| 1Y | +143.6% | -31.0% | +174.7% | +139.9% |
| All | +143.6% | -31.3% | +174.9% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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