+754.3%
VLO vs CFG
+224.4%
+529.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -0.4% | -0.8% | +0.3% | 0.0% |
| 30D | -16.6% | +3.1% | -19.7% | -18.2% |
| 3M | +12.3% | -9.7% | +22.0% | +18.1% |
| 6M | +47.8% | +6.7% | +41.1% | +40.6% |
| YTD | +126.7% | +15.2% | +111.6% | +104.0% |
| 1Y | +105.4% | +28.8% | +76.6% | +73.1% |
| 3Y | +222.0% | +190.1% | +31.9% | +62.1% |
| 5Y | +449.8% | +63.4% | +386.5% | +266.2% |
| 10Y | +754.3% | +219.8% | +534.6% | +278.2% |
| All | +754.3% | +224.4% | +529.9% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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