+153.0%
VLO vs CNI
+33.8%
+119.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.4% |
| 7D | +5.3% | -0.4% | +5.7% | +5.3% |
| 30D | +18.2% | -2.7% | +20.9% | +17.8% |
| 3M | +53.3% | +3.9% | +49.4% | +54.0% |
| 6M | +70.4% | +16.4% | +54.1% | +75.6% |
| YTD | +143.4% | +25.8% | +117.6% | +148.4% |
| 1Y | +153.0% | +32.4% | +120.6% | +160.3% |
| All | +153.0% | +33.8% | +119.1% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling