+182.7%
VLO vs CAI
-8.1%
+190.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.2% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | +28.3% | +9.1% | +19.2% | +29.4% |
| 3M | +48.7% | +53.8% | -5.0% | +54.9% |
| 6M | +71.9% | +33.5% | +38.4% | +77.9% |
| YTD | +138.7% | -8.0% | +146.7% | +140.5% |
| 1Y | +148.5% | -28.7% | +177.2% | +146.6% |
| All | +182.7% | -8.1% | +190.8% | +191.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling