+420.0%
VLO vs CDW
-10.5%
+430.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -13.3% | +2.1% | -15.4% | -14.2% |
| 30D | -18.3% | +14.7% | -33.1% | -22.2% |
| 3M | +14.3% | +11.1% | +3.2% | +9.1% |
| 6M | +47.6% | +45.6% | +2.1% | +26.3% |
| YTD | +116.0% | +17.1% | +98.9% | +97.5% |
| 1Y | +101.0% | +13.2% | +87.8% | +86.1% |
| 3Y | +199.0% | -22.2% | +221.2% | +209.7% |
| All | +420.0% | -10.5% | +430.4% | +371.0% |
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