+1,490.5%
VLO vs CDW
+933.5%
+557.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -13.3% | +2.1% | -15.4% | -14.8% |
| 30D | -18.3% | +14.7% | -33.1% | -24.2% |
| 3M | +14.3% | +11.1% | +3.2% | +6.5% |
| 6M | +47.6% | +45.6% | +2.1% | +18.2% |
| YTD | +116.0% | +17.1% | +98.9% | +88.2% |
| 1Y | +101.0% | +13.2% | +87.8% | +77.9% |
| 3Y | +199.0% | -22.2% | +221.2% | +209.4% |
| 5Y | +419.0% | -10.1% | +429.2% | +380.0% |
| 10Y | +778.2% | +307.0% | +471.2% | +336.8% |
| All | +1,490.5% | +933.5% | +557.0% | +594.5% |
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