+103.3%
VLO vs CDW
+16.9%
+86.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.8% | -1.9% | +2.5% |
| 7D | -6.5% | +9.3% | -15.8% | -7.3% |
| 30D | -17.8% | +15.8% | -33.5% | -19.4% |
| 3M | +19.6% | +21.8% | -2.2% | +15.8% |
| 6M | +49.3% | +58.8% | -9.5% | +36.4% |
| YTD | +122.4% | +22.8% | +99.6% | +113.5% |
| All | +103.3% | +16.9% | +86.4% | +97.6% |
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