+192.7%
VLO vs CHD
+4.0%
+188.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.1% |
| 7D | +5.8% | -2.9% | +8.7% | +5.5% |
| 30D | +28.3% | -6.2% | +34.5% | +27.7% |
| 3M | +48.7% | +1.6% | +47.2% | +48.8% |
| 6M | +71.9% | -3.5% | +75.4% | +72.4% |
| YTD | +138.7% | +16.2% | +122.4% | +137.3% |
| 1Y | +148.5% | +3.4% | +145.1% | +148.5% |
| 3Y | +192.7% | +4.6% | +188.1% | +181.4% |
| All | +192.7% | +4.0% | +188.7% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling