+616.1%
VLO vs CNC
+3.0%
+613.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +6.2% | -4.9% | +11.1% | +6.7% |
| 30D | +23.5% | -3.8% | +27.3% | +23.9% |
| 3M | +53.9% | -3.2% | +57.1% | +54.1% |
| 6M | +81.7% | +47.9% | +33.8% | +74.4% |
| YTD | +142.5% | +55.7% | +86.8% | +131.3% |
| 1Y | +145.4% | +106.2% | +39.2% | +126.7% |
| 3Y | +197.3% | -2.1% | +199.4% | +189.6% |
| All | +616.1% | +3.0% | +613.1% | +538.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling