+143.6%
VLO vs CARR
-3.6%
+147.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.1% |
| 7D | +5.2% | +1.6% | +3.6% | +5.4% |
| 30D | +22.6% | -8.7% | +31.3% | +21.3% |
| 3M | +43.8% | -12.6% | +56.3% | +41.9% |
| 6M | +65.7% | -1.5% | +67.3% | +67.9% |
| YTD | +131.1% | +14.3% | +116.8% | +134.4% |
| 1Y | +143.6% | -4.6% | +148.2% | +139.8% |
| All | +143.6% | -3.6% | +147.2% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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