+120.6%
VLO vs CHD
+30.9%
+89.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.4% | -4.8% |
| 7D | -6.0% | +6.9% | -12.9% | -3.8% |
| 30D | -12.9% | +17.1% | -30.0% | -8.0% |
| 3M | +18.3% | +9.1% | +9.2% | +22.0% |
| 6M | +46.4% | +21.4% | +25.1% | +56.5% |
| YTD | +127.7% | +34.9% | +92.9% | +133.6% |
| 1Y | +120.6% | +31.0% | +89.6% | +124.6% |
| All | +120.6% | +30.9% | +89.7% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling