+900.2%
VLO vs CHRW
+168.2%
+732.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.8% |
| 7D | +5.8% | +1.9% | +3.8% | +5.1% |
| 30D | +28.3% | +0.9% | +27.4% | +27.8% |
| 3M | +48.7% | -19.9% | +68.6% | +57.6% |
| 6M | +71.9% | -15.8% | +87.7% | +77.5% |
| YTD | +138.7% | -5.6% | +144.2% | +134.6% |
| 1Y | +148.5% | +21.0% | +127.4% | +120.1% |
| 3Y | +192.7% | +86.0% | +106.6% | +112.3% |
| 5Y | +601.6% | +88.6% | +513.0% | +381.1% |
| 10Y | +900.2% | +169.3% | +730.9% | +461.9% |
| All | +900.2% | +168.2% | +732.0% | +461.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling