+202.4%
VLO vs CB
+74.5%
+127.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +22.6% | -3.1% | +25.7% | +23.6% |
| 3M | +43.8% | +9.0% | +34.8% | +39.6% |
| 6M | +65.7% | +2.9% | +62.9% | +63.6% |
| YTD | +131.1% | +10.1% | +121.0% | +122.4% |
| 1Y | +143.6% | +22.8% | +120.8% | +125.3% |
| All | +202.4% | +74.5% | +127.9% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling