+35,889.1%
VLO vs CHD
+10,220.8%
+25,668.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -2.7% | +7.9% | +5.7% |
| 30D | +22.6% | -4.6% | +27.2% | +23.6% |
| 3M | +43.8% | +5.0% | +38.7% | +42.1% |
| 6M | +65.7% | -3.2% | +69.0% | +65.8% |
| YTD | +131.1% | +18.6% | +112.5% | +122.3% |
| 1Y | +143.6% | +4.8% | +138.8% | +139.5% |
| 3Y | +201.4% | +6.1% | +195.2% | +193.1% |
| 5Y | +568.9% | +24.0% | +544.9% | +521.0% |
| 10Y | +891.8% | +124.5% | +767.4% | +685.0% |
| All | +35,889.1% | +10,220.8% | +25,668.3% | +16,073.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling