+473.2%
VLO vs CNC
-5.8%
+479.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +9.6% | +2.2% | +7.4% | +9.4% |
| 30D | -17.4% | +1.6% | -19.0% | -17.6% |
| 3M | +10.8% | +7.9% | +2.8% | +9.8% |
| 6M | +56.9% | +21.2% | +35.8% | +53.8% |
| YTD | +136.8% | +73.2% | +63.6% | +124.1% |
| 1Y | +120.7% | +97.5% | +23.2% | +106.5% |
| 3Y | +231.9% | -1.2% | +233.1% | +227.5% |
| All | +473.2% | -5.8% | +479.1% | +440.7% |
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