+420.0%
VLO vs CNH
-14.7%
+434.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.1% |
| 7D | -13.3% | -1.7% | -11.6% | -12.9% |
| 30D | -18.3% | -7.2% | -11.1% | -16.7% |
| 3M | +14.3% | +6.5% | +7.8% | +10.8% |
| 6M | +47.6% | +7.9% | +39.8% | +41.0% |
| YTD | +116.0% | +26.6% | +89.4% | +90.9% |
| 1Y | +101.0% | +13.8% | +87.3% | +84.3% |
| 3Y | +199.0% | +9.2% | +189.8% | +172.1% |
| All | +420.0% | -14.7% | +434.6% | +388.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling