+167.4%
VLO vs CART
+37.6%
+129.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.4% | -3.7% |
| 7D | -8.7% | +1.2% | -9.9% | -8.8% |
| 30D | -16.2% | +27.1% | -43.3% | -17.8% |
| 3M | +16.2% | +27.4% | -11.3% | +13.6% |
| 6M | +39.8% | +32.1% | +7.7% | +35.9% |
| YTD | +119.0% | +28.5% | +90.5% | +113.4% |
| 1Y | +110.8% | +58.8% | +52.0% | +100.4% |
| 3Y | +201.7% | +114.8% | +86.9% | +169.1% |
| All | +167.4% | +37.6% | +129.8% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling