+473.2%
VLO vs CFG
+61.7%
+411.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +9.6% | +3.2% | +6.4% | +8.5% |
| 30D | -17.4% | +5.1% | -22.5% | -18.9% |
| 3M | +10.8% | -11.2% | +22.0% | +15.1% |
| 6M | +56.9% | +9.6% | +47.4% | +50.6% |
| YTD | +136.8% | +15.0% | +121.8% | +121.5% |
| 1Y | +120.7% | +29.9% | +90.8% | +96.9% |
| 3Y | +231.9% | +192.1% | +39.8% | +119.9% |
| All | +473.2% | +61.7% | +411.5% | +352.9% |
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