+883.9%
VLO vs CF
+569.3%
+314.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.6% |
| 7D | +5.2% | +6.0% | -0.8% | +2.1% |
| 30D | +22.6% | +14.8% | +7.8% | +14.0% |
| 3M | +43.8% | +14.1% | +29.7% | +33.6% |
| 6M | +65.7% | +28.5% | +37.2% | +43.1% |
| YTD | +131.1% | +74.9% | +56.2% | +70.5% |
| 1Y | +143.6% | +61.7% | +81.9% | +85.8% |
| 3Y | +201.4% | +80.3% | +121.1% | +109.2% |
| 5Y | +568.9% | +226.0% | +342.9% | +214.0% |
| All | +883.9% | +569.3% | +314.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling