+1,600.4%
VLO vs CNH
+42.8%
+1,557.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.9% |
| 7D | -0.4% | +6.7% | -7.1% | -3.5% |
| 30D | -16.6% | +7.2% | -23.8% | -19.4% |
| 3M | +12.3% | +17.5% | -5.2% | +2.3% |
| 6M | +47.8% | +15.0% | +32.9% | +33.6% |
| YTD | +126.7% | +36.8% | +90.0% | +83.7% |
| 1Y | +105.4% | +27.6% | +77.7% | +71.3% |
| 3Y | +222.0% | +34.3% | +187.7% | +150.6% |
| 5Y | +449.8% | -12.2% | +462.1% | +407.3% |
| 10Y | +754.3% | +113.9% | +640.5% | +379.8% |
| All | +1,600.4% | +42.8% | +1,557.6% | +919.1% |
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