+231.9%
VLO vs CBOE
+119.7%
+112.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.4% |
| 7D | +9.6% | +6.3% | +3.4% | +9.9% |
| 30D | -17.4% | +24.9% | -42.3% | -16.8% |
| 3M | +10.8% | +28.5% | -17.7% | +11.7% |
| 6M | +56.9% | +2.9% | +54.1% | +57.2% |
| YTD | +136.8% | +50.7% | +86.1% | +142.3% |
| 1Y | +120.7% | +45.5% | +75.2% | +125.0% |
| 3Y | +231.9% | +116.3% | +115.6% | +242.7% |
| All | +231.9% | +119.7% | +112.3% | +242.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling