+1,091.6%
VLO vs CFG
+360.2%
+731.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +1.4% |
| 7D | -6.5% | +0.3% | -6.7% | -6.7% |
| 30D | -17.8% | +3.2% | -21.0% | -19.4% |
| 3M | +19.6% | -9.7% | +29.3% | +25.6% |
| 6M | +49.3% | +3.6% | +45.6% | +44.4% |
| YTD | +122.4% | +14.7% | +107.7% | +101.3% |
| 1Y | +107.4% | +29.6% | +77.9% | +75.2% |
| 3Y | +223.1% | +190.6% | +32.5% | +66.8% |
| 5Y | +432.2% | +67.1% | +365.1% | +254.4% |
| 10Y | +743.6% | +237.0% | +506.6% | +243.1% |
| All | +1,091.6% | +360.2% | +731.5% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling