+227.7%
VLO vs CAPR
+264.4%
-36.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.7% | +11.8% | +3.1% |
| 7D | +6.8% | +19.1% | -12.3% | +6.8% |
| 30D | -17.9% | +48.8% | -66.7% | -17.7% |
| 3M | +13.5% | +144.4% | -130.8% | +13.9% |
| 6M | +53.0% | -67.5% | +120.6% | +53.3% |
| YTD | +133.7% | -64.5% | +198.3% | +134.1% |
| 1Y | +115.7% | +74.4% | +41.2% | +114.9% |
| All | +227.7% | +264.4% | -36.8% | +210.6% |
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