+743.6%
VLO vs CB
+246.2%
+497.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.3% |
| 7D | -6.5% | -1.5% | -5.0% | -5.6% |
| 30D | -17.8% | +6.5% | -24.3% | -21.6% |
| 3M | +19.6% | +4.1% | +15.5% | +15.8% |
| 6M | +49.3% | +14.4% | +34.9% | +33.9% |
| YTD | +122.4% | +17.5% | +104.9% | +94.2% |
| 1Y | +107.4% | +27.5% | +79.9% | +70.1% |
| 3Y | +223.1% | +71.6% | +151.5% | +103.9% |
| 5Y | +432.2% | +100.6% | +331.6% | +188.4% |
| 10Y | +743.6% | +243.0% | +500.7% | +204.8% |
| All | +743.6% | +246.2% | +497.5% | +204.8% |
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 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