+1,399.4%
VLO vs CF
+5,277.9%
-3,878.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.2% | -10.0% | -6.5% |
| 7D | -8.7% | +0.4% | -9.1% | -9.0% |
| 30D | -16.2% | +2.2% | -18.4% | -17.2% |
| 3M | +16.2% | +2.1% | +14.0% | +14.3% |
| 6M | +39.8% | -6.5% | +46.3% | +42.1% |
| YTD | +119.0% | +55.6% | +63.4% | +77.2% |
| 1Y | +110.8% | +42.3% | +68.5% | +76.8% |
| 3Y | +201.7% | +55.7% | +145.9% | +137.1% |
| 5Y | +426.2% | +122.4% | +303.8% | +240.3% |
| 10Y | +790.3% | +568.5% | +221.8% | +251.5% |
| All | +1,399.4% | +5,277.9% | -3,878.6% | +177.7% |
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