+120.6%
VLO vs CNH
+15.2%
+105.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.8% |
| 7D | -6.0% | +6.5% | -12.4% | -5.8% |
| 30D | -12.9% | -12.0% | -0.9% | -13.5% |
| 3M | +18.3% | +4.4% | +14.0% | +18.6% |
| 6M | +46.4% | +15.7% | +30.8% | +47.4% |
| YTD | +127.7% | +28.2% | +99.5% | +124.0% |
| 1Y | +120.6% | +14.8% | +105.8% | +115.6% |
| All | +120.6% | +15.2% | +105.4% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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