+3,793.6%
VLO vs CBOE
+1,025.9%
+2,767.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.9% |
| 7D | +5.8% | -4.6% | +10.4% | +7.6% |
| 30D | +28.3% | +2.6% | +25.7% | +26.7% |
| 3M | +48.7% | +4.9% | +43.8% | +44.4% |
| 6M | +71.9% | -2.2% | +74.1% | +69.3% |
| YTD | +138.7% | +17.7% | +120.9% | +117.5% |
| 1Y | +148.5% | +26.1% | +122.4% | +119.5% |
| 3Y | +192.7% | +97.1% | +95.6% | +104.3% |
| 5Y | +601.6% | +149.2% | +452.4% | +329.0% |
| 10Y | +900.2% | +385.1% | +515.1% | +332.0% |
| All | +3,793.6% | +1,025.9% | +2,767.7% | +879.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling