+199.0%
VLO vs CG
+47.3%
+151.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -13.3% | -1.2% | -12.1% | -13.2% |
| 30D | -18.3% | +5.0% | -23.3% | -19.4% |
| 3M | +14.3% | -18.2% | +32.5% | +19.4% |
| 6M | +47.6% | -20.7% | +68.4% | +54.9% |
| YTD | +116.0% | -31.4% | +147.4% | +134.4% |
| 1Y | +101.0% | -22.3% | +123.3% | +108.9% |
| 3Y | +199.0% | +50.2% | +148.9% | +149.1% |
| All | +199.0% | +47.3% | +151.7% | +149.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling