+8,753.6%
VLO vs CNC
+5,330.7%
+3,422.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +6.9% | +4.0% |
| 7D | +5.8% | -1.0% | +6.8% | +5.9% |
| 30D | +28.3% | -1.8% | +30.1% | +28.7% |
| 3M | +48.7% | -0.7% | +49.4% | +48.5% |
| 6M | +71.9% | +47.9% | +24.0% | +56.9% |
| YTD | +138.7% | +56.9% | +81.7% | +114.5% |
| 1Y | +148.5% | +123.9% | +24.5% | +105.3% |
| 3Y | +192.7% | -1.3% | +193.9% | +173.3% |
| 5Y | +601.6% | +2.8% | +598.9% | +538.7% |
| 10Y | +900.2% | +90.9% | +809.3% | +682.8% |
| All | +8,753.6% | +5,330.7% | +3,422.9% | +3,609.4% |
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