+723.8%
VLO vs CG
+304.6%
+419.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -9.5% | +2.0% | -11.5% | -10.4% |
| 30D | -19.1% | +8.5% | -27.7% | -22.2% |
| 3M | +11.4% | -12.1% | +23.5% | +16.1% |
| 6M | +46.7% | -16.4% | +63.2% | +54.5% |
| YTD | +118.6% | -28.0% | +146.6% | +140.8% |
| 1Y | +99.9% | -18.9% | +118.8% | +108.5% |
| 3Y | +210.5% | +51.2% | +159.2% | +129.5% |
| 5Y | +432.7% | -15.9% | +448.5% | +395.1% |
| All | +723.8% | +304.6% | +419.2% | +284.8% |
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