+1,138.3%
VLO vs CFG
+396.4%
+741.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | +1.5% | +3.7% | +4.3% |
| 30D | +22.6% | -3.8% | +26.4% | +25.1% |
| 3M | +43.8% | +11.5% | +32.3% | +34.8% |
| 6M | +65.7% | +19.2% | +46.6% | +48.2% |
| YTD | +131.1% | +23.7% | +107.4% | +101.8% |
| 1Y | +143.6% | +38.8% | +104.8% | +98.4% |
| 3Y | +201.4% | +178.9% | +22.5% | +58.9% |
| 5Y | +568.9% | +101.8% | +467.1% | +299.3% |
| 10Y | +891.8% | +317.3% | +574.5% | +269.2% |
| All | +1,138.3% | +396.4% | +741.9% | +330.5% |
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