+195.0%
VLO vs CARR
+1.4%
+193.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +1.1% |
| 7D | +5.3% | -3.8% | +9.1% | +5.9% |
| 30D | +18.2% | -8.9% | +27.1% | +19.8% |
| 3M | +53.3% | -17.3% | +70.6% | +57.3% |
| 6M | +70.4% | -1.4% | +71.8% | +67.3% |
| YTD | +143.4% | +10.0% | +133.4% | +131.3% |
| 1Y | +153.0% | -6.4% | +159.3% | +150.9% |
| 3Y | +195.0% | +1.5% | +193.4% | +183.4% |
| All | +195.0% | +1.4% | +193.6% | +183.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling