+2,593.1%
VLO vs CG
+300.6%
+2,292.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -9.5% | +2.0% | -11.5% | -10.4% |
| 30D | -19.1% | +8.5% | -27.7% | -22.0% |
| 3M | +11.4% | -12.1% | +23.5% | +15.8% |
| 6M | +46.7% | -16.4% | +63.2% | +54.0% |
| YTD | +118.6% | -28.0% | +146.6% | +139.3% |
| 1Y | +99.9% | -18.9% | +118.8% | +108.1% |
| 3Y | +210.5% | +51.2% | +159.2% | +137.9% |
| 5Y | +432.7% | -15.9% | +448.5% | +394.7% |
| 10Y | +717.1% | +305.9% | +411.2% | +295.3% |
| All | +2,593.1% | +300.6% | +2,292.6% | +1,207.0% |
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