+609.6%
VLO vs CNI
+11.3%
+598.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +4.0% | -1.1% | +5.1% | +4.4% |
| 30D | +19.0% | -3.5% | +22.5% | +20.6% |
| 3M | +50.0% | +2.2% | +47.8% | +48.5% |
| 6M | +79.1% | +15.1% | +64.0% | +67.7% |
| YTD | +140.3% | +24.7% | +115.6% | +115.8% |
| 1Y | +148.3% | +33.4% | +115.0% | +115.1% |
| 3Y | +194.6% | +19.5% | +175.1% | +164.8% |
| 5Y | +609.6% | +12.6% | +597.0% | +545.7% |
| All | +609.6% | +11.3% | +598.3% | +545.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling