+103.3%
VLO vs CB
+28.5%
+74.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | -6.5% | -1.5% | -5.0% | -6.4% |
| 30D | -17.8% | +6.5% | -24.3% | -18.3% |
| 3M | +19.6% | +4.1% | +15.5% | +18.7% |
| 6M | +49.3% | +14.4% | +34.9% | +47.3% |
| YTD | +122.4% | +17.5% | +104.9% | +114.2% |
| All | +103.3% | +28.5% | +74.8% | +102.7% |
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