+187.2%
VLO vs CAI
-11.0%
+198.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.3% |
| 7D | +6.2% | -3.1% | +9.3% | +6.0% |
| 30D | +23.5% | +2.7% | +20.8% | +24.0% |
| 3M | +53.9% | +41.7% | +12.2% | +59.0% |
| 6M | +81.7% | +26.5% | +55.2% | +87.3% |
| YTD | +142.5% | -10.9% | +153.4% | +143.7% |
| 1Y | +145.4% | -29.2% | +174.7% | +143.4% |
| All | +187.2% | -11.0% | +198.2% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling