+1,482.6%
VLO vs CF
+5,948.3%
-4,465.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.4% |
| 7D | +5.2% | +6.0% | -0.8% | +2.5% |
| 30D | +22.6% | +14.8% | +7.8% | +15.2% |
| 3M | +43.8% | +14.1% | +29.7% | +35.0% |
| 6M | +65.7% | +28.5% | +37.2% | +46.3% |
| YTD | +131.1% | +74.9% | +56.2% | +78.6% |
| 1Y | +143.6% | +61.7% | +81.9% | +93.7% |
| 3Y | +201.4% | +80.3% | +121.1% | +122.3% |
| 5Y | +568.9% | +226.0% | +342.9% | +267.8% |
| 10Y | +891.8% | +569.9% | +322.0% | +288.5% |
| All | +1,482.6% | +5,948.3% | -4,465.7% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling