+176.9%
VLO vs CART
+40.2%
+136.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -0.4% | -0.6% | +0.1% | -0.4% |
| 30D | -16.6% | +23.1% | -39.7% | -17.9% |
| 3M | +12.3% | +19.2% | -6.9% | +10.6% |
| 6M | +47.8% | +45.7% | +2.2% | +42.4% |
| YTD | +126.7% | +30.9% | +95.8% | +120.7% |
| 1Y | +105.4% | +50.2% | +55.2% | +96.6% |
| 3Y | +222.0% | +133.5% | +88.5% | +185.6% |
| All | +176.9% | +40.2% | +136.7% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling