+473.2%
VLO vs CHD
+33.2%
+440.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.4% |
| 7D | +9.6% | +3.6% | +6.0% | +10.0% |
| 30D | -17.4% | +10.4% | -27.8% | -16.5% |
| 3M | +10.8% | +12.2% | -1.4% | +12.1% |
| 6M | +56.9% | +19.9% | +37.0% | +59.9% |
| YTD | +136.8% | +36.4% | +100.4% | +142.3% |
| 1Y | +120.7% | +35.1% | +85.5% | +125.8% |
| 3Y | +231.9% | +29.2% | +202.7% | +241.7% |
| All | +473.2% | +33.2% | +440.0% | +455.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling