+1,601.9%
VLO vs CDW
+903.1%
+698.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +5.2% | +3.2% | +2.0% | +3.7% |
| 30D | +22.6% | +9.3% | +13.3% | +17.1% |
| 3M | +43.8% | +9.8% | +34.0% | +35.4% |
| 6M | +65.7% | +23.3% | +42.4% | +44.2% |
| YTD | +131.1% | +13.7% | +117.4% | +107.8% |
| 1Y | +143.6% | -6.5% | +150.1% | +140.0% |
| 3Y | +201.4% | -25.2% | +226.6% | +223.0% |
| 5Y | +568.9% | -19.5% | +588.4% | +566.3% |
| 10Y | +891.8% | +285.8% | +606.0% | +413.2% |
| All | +1,601.9% | +903.1% | +698.8% | +667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling