+199.0%
VLO vs CAPR
+214.7%
-15.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -1.3% |
| 7D | -13.3% | +41.1% | -54.4% | -13.2% |
| 30D | -18.3% | +11.1% | -29.4% | -18.2% |
| 3M | +14.3% | +115.3% | -101.0% | +14.7% |
| 6M | +47.6% | -73.8% | +121.5% | +47.8% |
| YTD | +116.0% | -68.8% | +184.8% | +116.2% |
| 1Y | +101.0% | +43.3% | +57.7% | +100.3% |
| 3Y | +199.0% | +214.7% | -15.7% | +170.1% |
| All | +199.0% | +214.7% | -15.7% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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