+778.9%
VLO vs CNH
+107.0%
+671.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +5.1% |
| 7D | +6.8% | +6.4% | +0.4% | +3.2% |
| 30D | -17.9% | -1.6% | -16.2% | -17.6% |
| 3M | +13.5% | +11.6% | +2.0% | +5.0% |
| 6M | +53.0% | +12.5% | +40.5% | +37.9% |
| YTD | +133.7% | +31.1% | +102.7% | +88.4% |
| 1Y | +115.7% | +17.0% | +98.7% | +84.3% |
| 3Y | +231.9% | +28.7% | +203.2% | +153.6% |
| 5Y | +471.6% | -17.4% | +489.0% | +435.2% |
| All | +778.9% | +107.0% | +671.8% | +331.3% |
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