+768.4%
VLO vs CB
+248.0%
+520.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.1% |
| 7D | -13.3% | +0.2% | -13.6% | -13.6% |
| 30D | -18.3% | +9.1% | -27.4% | -23.4% |
| 3M | +14.3% | +3.4% | +10.9% | +11.2% |
| 6M | +47.6% | +14.1% | +33.5% | +32.7% |
| YTD | +116.0% | +18.0% | +98.0% | +88.1% |
| 1Y | +101.0% | +30.1% | +70.9% | +62.4% |
| 3Y | +199.0% | +71.8% | +127.2% | +88.6% |
| 5Y | +419.0% | +101.8% | +317.2% | +180.0% |
| All | +768.4% | +248.0% | +520.4% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling