+614.6%
VLO vs CBOE
+146.7%
+467.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +6.2% | -0.8% | +7.0% | +6.3% |
| 30D | +23.5% | +2.7% | +20.8% | +23.2% |
| 3M | +53.9% | +0.7% | +53.1% | +53.7% |
| 6M | +81.7% | -2.0% | +83.6% | +81.5% |
| YTD | +142.5% | +17.1% | +125.3% | +138.3% |
| 1Y | +145.4% | +26.5% | +118.9% | +139.7% |
| 3Y | +197.3% | +96.1% | +101.2% | +163.6% |
| 5Y | +614.6% | +149.3% | +465.3% | +501.6% |
| All | +614.6% | +146.7% | +467.9% | +501.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling