+120.6%
VLO vs CART
+61.3%
+59.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.3% | -5.7% |
| 7D | -6.0% | +1.4% | -7.3% | -5.9% |
| 30D | -12.9% | +29.7% | -42.5% | -12.1% |
| 3M | +18.3% | +29.7% | -11.4% | +19.0% |
| 6M | +46.4% | +36.8% | +9.6% | +46.4% |
| YTD | +127.7% | +31.7% | +96.1% | +130.3% |
| 1Y | +120.6% | +62.4% | +58.2% | +115.5% |
| All | +120.6% | +61.3% | +59.3% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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