+1,633.2%
VLO vs CNH
+64.7%
+1,568.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.8% |
| 7D | +5.2% | +23.3% | -18.1% | -4.6% |
| 30D | +22.6% | +33.5% | -10.9% | +6.6% |
| 3M | +43.8% | +32.7% | +11.1% | +23.8% |
| 6M | +65.7% | +22.2% | +43.6% | +45.1% |
| YTD | +131.1% | +57.7% | +73.4% | +77.6% |
| 1Y | +143.6% | +28.0% | +115.6% | +106.0% |
| 3Y | +201.4% | +11.5% | +189.8% | +162.4% |
| 5Y | +568.9% | +11.9% | +557.0% | +452.6% |
| 10Y | +891.8% | +162.8% | +729.0% | +418.5% |
| All | +1,633.2% | +64.7% | +1,568.5% | +885.6% |
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 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