+601.6%
VLO vs CHD
+21.8%
+579.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.6% |
| 3M | +48.7% | +1.6% | +47.2% | +49.0% |
| 6M | +71.9% | -3.5% | +75.4% | +72.1% |
| YTD | +138.7% | +16.2% | +122.4% | +140.6% |
| 1Y | +148.5% | +3.4% | +145.1% | +149.3% |
| 3Y | +192.7% | +4.6% | +188.1% | +195.0% |
| 5Y | +601.6% | +21.1% | +580.5% | +612.6% |
| All | +601.6% | +21.8% | +579.8% | +612.6% |
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 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