+103.3%
VLO vs CFG
+29.0%
+74.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +2.9% |
| 7D | -6.5% | +0.3% | -6.7% | -6.5% |
| 30D | -17.8% | +3.2% | -21.0% | -17.8% |
| 3M | +19.6% | -9.7% | +29.3% | +19.9% |
| 6M | +49.3% | +3.6% | +45.6% | +48.6% |
| YTD | +122.4% | +14.7% | +107.7% | +113.8% |
| All | +103.3% | +29.0% | +74.3% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling