+120.6%
VLO vs CBOE
+39.5%
+81.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.0% | -5.8% |
| 7D | -6.0% | +7.7% | -13.7% | -6.3% |
| 30D | -12.9% | +24.4% | -37.3% | -13.3% |
| 3M | +18.3% | +20.0% | -1.7% | +17.8% |
| 6M | +46.4% | +2.4% | +44.1% | +48.2% |
| YTD | +127.7% | +38.5% | +89.2% | +110.0% |
| 1Y | +120.6% | +39.0% | +81.7% | +104.0% |
| All | +120.6% | +39.5% | +81.1% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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