+120.6%
VLO vs CNC
+122.0%
-1.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.6% | -18.4% | -6.4% |
| 7D | -6.0% | +13.4% | -19.3% | -6.6% |
| 30D | -12.9% | +18.2% | -31.1% | -13.8% |
| 3M | +18.3% | +18.6% | -0.3% | +16.7% |
| 6M | +46.4% | +41.9% | +4.5% | +42.3% |
| YTD | +127.7% | +84.7% | +43.0% | +115.3% |
| 1Y | +120.6% | +110.5% | +10.1% | +108.9% |
| All | +120.6% | +122.0% | -1.4% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling