+2,746.8%
VLO vs CG
+351.2%
+2,395.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +5.2% | -4.3% | +9.5% | +6.9% |
| 30D | +22.6% | -5.1% | +27.7% | +24.8% |
| 3M | +43.8% | +8.7% | +35.1% | +38.1% |
| 6M | +65.7% | -9.2% | +75.0% | +68.6% |
| YTD | +131.1% | -18.9% | +150.0% | +143.9% |
| 1Y | +143.6% | -25.6% | +169.3% | +164.2% |
| 3Y | +201.4% | +57.3% | +144.1% | +129.2% |
| 5Y | +568.9% | +10.2% | +558.7% | +455.7% |
| 10Y | +891.8% | +364.2% | +527.6% | +360.0% |
| All | +2,746.8% | +351.2% | +2,395.6% | +1,231.8% |
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 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