+217.8%
VLO vs CB
+71.6%
+146.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | -16.6% | +7.3% | -23.9% | -18.2% |
| 3M | +12.3% | +7.0% | +5.3% | +10.1% |
| 6M | +47.8% | +16.3% | +31.5% | +41.0% |
| YTD | +126.7% | +19.7% | +107.0% | +113.2% |
| 1Y | +105.4% | +27.8% | +77.6% | +88.7% |
| All | +217.8% | +71.6% | +146.2% | +187.0% |
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