+24,056.9%
VLO vs CB
+6,559.4%
+17,497.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +22.6% | -3.1% | +25.7% | +24.0% |
| 3M | +43.8% | +9.0% | +34.8% | +38.5% |
| 6M | +65.7% | +2.9% | +62.9% | +63.0% |
| YTD | +131.1% | +10.1% | +121.0% | +121.1% |
| 1Y | +143.6% | +22.8% | +120.8% | +123.0% |
| 3Y | +201.4% | +73.8% | +127.6% | +138.6% |
| 5Y | +568.9% | +99.2% | +469.7% | +401.4% |
| 10Y | +891.8% | +218.2% | +673.6% | +538.5% |
| All | +24,056.9% | +6,559.4% | +17,497.5% | +8,408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling