+560.5%
VLO vs CNH
+11.5%
+549.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.2% |
| 7D | +5.2% | +23.3% | -18.1% | -1.4% |
| 30D | +22.6% | +33.5% | -10.9% | +11.8% |
| 3M | +43.8% | +32.7% | +11.1% | +30.4% |
| 6M | +65.7% | +22.2% | +43.6% | +52.8% |
| YTD | +131.1% | +57.7% | +73.4% | +92.4% |
| 1Y | +143.6% | +28.0% | +115.6% | +118.9% |
| 3Y | +201.4% | +11.5% | +189.8% | +180.1% |
| All | +560.5% | +11.5% | +549.1% | +464.3% |
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 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