+609.6%
VLO vs CARR
+6.4%
+603.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +4.0% | -4.1% | +8.1% | +4.7% |
| 30D | +19.0% | -11.0% | +30.0% | +21.5% |
| 3M | +50.0% | -16.4% | +66.3% | +54.3% |
| 6M | +79.1% | -2.4% | +81.5% | +76.4% |
| YTD | +140.3% | +8.4% | +131.8% | +129.9% |
| 1Y | +148.3% | -8.0% | +156.3% | +147.2% |
| 3Y | +194.6% | +0.6% | +194.1% | +183.3% |
| 5Y | +609.6% | +7.7% | +601.8% | +544.8% |
| All | +609.6% | +6.4% | +603.2% | +544.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling