+900.2%
VLO vs CNH
+152.9%
+747.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.8% | +6.0% |
| 7D | +5.8% | +8.8% | -3.0% | +0.9% |
| 30D | +28.3% | +24.7% | +3.7% | +13.6% |
| 3M | +48.7% | +27.3% | +21.4% | +28.5% |
| 6M | +71.9% | +23.2% | +48.8% | +47.2% |
| YTD | +138.7% | +48.9% | +89.7% | +82.9% |
| 1Y | +148.5% | +19.4% | +129.1% | +113.3% |
| 3Y | +192.7% | +7.8% | +184.9% | +153.9% |
| 5Y | +601.6% | +8.7% | +592.9% | +462.8% |
| 10Y | +900.2% | +149.5% | +750.7% | +330.6% |
| All | +900.2% | +152.9% | +747.2% | +330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling