+101.0%
VLO vs CART
+60.1%
+40.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -13.3% | +3.0% | -16.3% | -13.2% |
| 30D | -18.3% | +28.6% | -46.9% | -17.8% |
| 3M | +14.3% | +29.1% | -14.7% | +14.7% |
| 6M | +47.6% | +44.7% | +2.9% | +46.7% |
| YTD | +116.0% | +29.2% | +86.8% | +119.4% |
| 1Y | +101.0% | +66.2% | +34.9% | +85.1% |
| All | +101.0% | +60.1% | +40.9% | +85.1% |
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