+420.0%
VLO vs CFG
+61.2%
+358.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.0% |
| 7D | -13.3% | -0.9% | -12.4% | -13.1% |
| 30D | -18.3% | +1.1% | -19.4% | -18.7% |
| 3M | +14.3% | -12.0% | +26.3% | +19.1% |
| 6M | +47.6% | -2.2% | +49.9% | +47.5% |
| YTD | +116.0% | +11.4% | +104.6% | +104.2% |
| 1Y | +101.0% | +27.8% | +73.2% | +80.2% |
| 3Y | +199.0% | +173.3% | +25.7% | +102.7% |
| All | +420.0% | +61.2% | +358.8% | +296.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling