+103.3%
VLO vs CF
+47.0%
+56.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | -17.8% | +6.9% | -24.7% | -20.0% |
| 3M | +19.6% | +4.8% | +14.7% | +16.5% |
| 6M | +49.3% | +4.7% | +44.6% | +44.4% |
| YTD | +122.4% | +56.5% | +65.9% | +79.8% |
| All | +103.3% | +47.0% | +56.3% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling