+2,560.4%
VLO vs CG
+281.3%
+2,279.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -13.3% | -1.2% | -12.1% | -13.1% |
| 30D | -18.3% | +5.0% | -23.3% | -20.2% |
| 3M | +14.3% | -18.2% | +32.5% | +22.2% |
| 6M | +47.6% | -20.7% | +68.4% | +58.0% |
| YTD | +116.0% | -31.4% | +147.4% | +140.8% |
| 1Y | +101.0% | -22.3% | +123.3% | +112.6% |
| 3Y | +199.0% | +50.2% | +148.9% | +129.3% |
| 5Y | +419.0% | -22.1% | +441.1% | +397.4% |
| 10Y | +778.2% | +295.5% | +482.7% | +329.5% |
| All | +2,560.4% | +281.3% | +2,279.1% | +1,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling