+473.2%
VLO vs CDW
-4.0%
+477.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +9.6% | +9.3% | +0.3% | +6.9% |
| 30D | -17.4% | +14.4% | -31.7% | -21.1% |
| 3M | +10.8% | +21.4% | -10.7% | +3.1% |
| 6M | +56.9% | +72.8% | -15.9% | +27.2% |
| YTD | +136.8% | +28.0% | +108.8% | +111.0% |
| 1Y | +120.7% | +19.3% | +101.3% | +102.2% |
| 3Y | +231.9% | -15.3% | +247.2% | +235.7% |
| All | +473.2% | -4.0% | +477.2% | +421.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling