+8,683.7%
VLO vs CNC
+5,893.3%
+2,790.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +9.6% | +2.2% | +7.4% | +9.1% |
| 30D | -17.4% | +1.6% | -19.0% | -18.0% |
| 3M | +10.8% | +7.9% | +2.8% | +8.4% |
| 6M | +56.9% | +21.2% | +35.8% | +49.6% |
| YTD | +136.8% | +73.2% | +63.6% | +107.5% |
| 1Y | +120.7% | +97.5% | +23.2% | +88.0% |
| 3Y | +231.9% | -1.2% | +233.1% | +209.0% |
| 5Y | +479.0% | -6.1% | +485.1% | +437.0% |
| 10Y | +792.2% | +181.3% | +610.9% | +549.9% |
| All | +8,683.7% | +5,893.3% | +2,790.5% | +3,487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling