+223.1%
VLO vs CART
+112.9%
+110.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | -6.5% | +1.5% | -8.0% | -6.6% |
| 30D | -17.8% | +22.4% | -40.2% | -19.0% |
| 3M | +19.6% | +16.5% | +3.1% | +18.0% |
| 6M | +49.3% | +44.9% | +4.4% | +44.0% |
| YTD | +122.4% | +30.0% | +92.4% | +116.9% |
| 1Y | +107.4% | +59.1% | +48.4% | +97.5% |
| 3Y | +223.1% | +138.8% | +84.3% | +183.9% |
| All | +223.1% | +112.9% | +110.2% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling