+471.6%
VLO vs CB
+105.8%
+365.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | +6.8% | 0.0% | +6.7% | +6.7% |
| 30D | -17.9% | +7.4% | -25.3% | -20.6% |
| 3M | +13.5% | +8.6% | +4.9% | +9.2% |
| 6M | +53.0% | +16.1% | +36.9% | +41.9% |
| YTD | +133.7% | +20.2% | +113.5% | +111.9% |
| 1Y | +115.7% | +27.2% | +88.5% | +89.7% |
| 3Y | +231.9% | +72.7% | +159.3% | +140.9% |
| 5Y | +471.6% | +105.9% | +365.6% | +259.9% |
| All | +471.6% | +105.8% | +365.8% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling