+9,626.0%
VLO vs CHRW
+4,173.0%
+5,453.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +5.2% | -1.4% | +6.6% | +5.7% |
| 30D | +22.6% | -3.5% | +26.1% | +23.8% |
| 3M | +43.8% | -19.4% | +63.2% | +52.2% |
| 6M | +65.7% | -21.4% | +87.1% | +75.2% |
| YTD | +131.1% | -7.1% | +138.2% | +129.5% |
| 1Y | +143.6% | +17.8% | +125.8% | +120.6% |
| 3Y | +201.4% | +78.8% | +122.6% | +130.1% |
| 5Y | +568.9% | +83.5% | +485.4% | +393.5% |
| 10Y | +891.8% | +160.2% | +731.6% | +539.4% |
| All | +9,626.0% | +4,173.0% | +5,453.0% | +3,484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling