+922.6%
VLO vs CG
+342.2%
+580.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +4.1% |
| 7D | +5.8% | -1.3% | +7.0% | +6.3% |
| 30D | +28.3% | -3.2% | +31.5% | +29.7% |
| 3M | +48.7% | +6.2% | +42.5% | +43.7% |
| 6M | +71.9% | -4.7% | +76.6% | +71.4% |
| YTD | +138.7% | -20.6% | +159.3% | +154.9% |
| 1Y | +148.5% | -26.4% | +174.8% | +171.9% |
| 3Y | +192.7% | +55.4% | +137.3% | +116.0% |
| 5Y | +601.6% | +9.8% | +591.8% | +469.0% |
| All | +922.6% | +342.2% | +580.4% | +354.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling