+120.6%
VLO vs CB
+34.9%
+85.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.8% | -5.9% |
| 7D | -6.0% | +5.3% | -11.2% | -6.3% |
| 30D | -12.9% | +13.2% | -26.1% | -13.8% |
| 3M | +18.3% | +7.8% | +10.6% | +17.3% |
| 6M | +46.4% | +15.8% | +30.6% | +44.3% |
| YTD | +127.7% | +21.0% | +106.8% | +119.8% |
| 1Y | +120.6% | +32.2% | +88.4% | +123.8% |
| All | +120.6% | +34.9% | +85.8% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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