+1,519.7%
VLO vs CNH
+32.2%
+1,487.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.6% |
| 7D | -13.3% | -1.7% | -11.6% | -12.7% |
| 30D | -18.3% | -7.2% | -11.1% | -15.7% |
| 3M | +14.3% | +6.5% | +7.8% | +8.9% |
| 6M | +47.6% | +7.9% | +39.8% | +37.5% |
| YTD | +116.0% | +26.6% | +89.4% | +81.5% |
| 1Y | +101.0% | +13.8% | +87.3% | +77.0% |
| 3Y | +199.0% | +9.2% | +189.8% | +157.3% |
| 5Y | +419.0% | -15.6% | +434.6% | +385.9% |
| 10Y | +778.2% | +119.2% | +659.0% | +397.0% |
| All | +1,519.7% | +32.2% | +1,487.5% | +906.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling