+723.8%
VLO vs CFG
+221.6%
+502.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.5% | +0.7% | -10.2% | -9.9% |
| 30D | -19.1% | +2.8% | -21.9% | -20.6% |
| 3M | +11.4% | -10.1% | +21.4% | +17.4% |
| 6M | +46.7% | +3.2% | +43.6% | +42.1% |
| YTD | +118.6% | +14.2% | +104.4% | +97.6% |
| 1Y | +99.9% | +27.4% | +72.5% | +69.4% |
| 3Y | +210.5% | +187.6% | +22.9% | +57.0% |
| 5Y | +432.7% | +65.7% | +367.0% | +250.9% |
| All | +723.8% | +221.6% | +502.1% | +266.4% |
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