+120.6%
VLO vs CG
-14.1%
+134.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.5% | -10.3% | -5.5% |
| 7D | -6.0% | +9.4% | -15.4% | -5.6% |
| 30D | -12.9% | +8.7% | -21.6% | -12.4% |
| 3M | +18.3% | -15.0% | +33.3% | +18.8% |
| 6M | +46.4% | -13.2% | +59.6% | +48.3% |
| YTD | +127.7% | -26.2% | +153.9% | +132.4% |
| 1Y | +120.6% | -14.1% | +134.7% | +112.7% |
| All | +120.6% | -14.1% | +134.7% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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