+153.0%
VLO vs CAI
-26.7%
+179.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.4% |
| 7D | +5.3% | -2.9% | +8.2% | +5.1% |
| 30D | +18.2% | +9.3% | +8.9% | +19.2% |
| 3M | +53.3% | +35.2% | +18.1% | +57.8% |
| 6M | +70.4% | +30.7% | +39.7% | +75.9% |
| YTD | +143.4% | -9.8% | +153.2% | +145.0% |
| 1Y | +153.0% | -28.9% | +181.8% | +149.5% |
| All | +153.0% | -26.7% | +179.7% | +149.5% |
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