+120.6%
VLO vs CDW
+13.2%
+107.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.7% | -18.4% | -6.8% |
| 7D | -6.0% | +3.7% | -9.7% | -6.1% |
| 30D | -12.9% | +26.0% | -38.9% | -15.4% |
| 3M | +18.3% | +10.1% | +8.2% | +16.6% |
| 6M | +46.4% | +26.1% | +20.4% | +41.6% |
| YTD | +127.7% | +25.9% | +101.9% | +118.4% |
| 1Y | +120.6% | +21.5% | +99.1% | +113.2% |
| All | +120.6% | +13.2% | +107.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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