+743.6%
VLO vs CHRW
+131.6%
+612.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.1% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -17.8% | -9.4% | -8.4% | -15.8% |
| 3M | +19.6% | -13.3% | +32.9% | +23.3% |
| 6M | +49.3% | -24.2% | +73.4% | +58.3% |
| YTD | +122.4% | -18.9% | +141.3% | +126.4% |
| 1Y | +107.4% | -12.4% | +119.8% | +105.2% |
| 3Y | +223.1% | +72.2% | +150.8% | +135.2% |
| 5Y | +432.2% | +53.4% | +378.8% | +290.0% |
| 10Y | +743.6% | +127.0% | +616.7% | +378.1% |
| All | +743.6% | +131.6% | +612.0% | +378.1% |
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