+115.7%
VLO vs CF
+53.7%
+62.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.5% |
| 7D | +6.8% | +5.4% | +1.4% | +4.5% |
| 30D | -17.9% | +6.5% | -24.4% | -20.0% |
| 3M | +13.5% | +4.6% | +8.9% | +10.9% |
| 6M | +53.0% | -3.3% | +56.3% | +53.9% |
| YTD | +133.7% | +63.9% | +69.9% | +84.5% |
| 1Y | +115.7% | +50.4% | +65.2% | +76.0% |
| All | +115.7% | +53.7% | +62.0% | +76.0% |
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