+16,708.7%
VLO vs CNI
+6,544.5%
+10,164.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +5.8% | +2.5% | +3.3% | +4.3% |
| 30D | +28.3% | -2.5% | +30.8% | +30.1% |
| 3M | +48.7% | +2.7% | +46.0% | +46.2% |
| 6M | +71.9% | +16.9% | +55.0% | +54.8% |
| YTD | +138.7% | +26.3% | +112.3% | +104.3% |
| 1Y | +148.5% | +31.1% | +117.3% | +107.2% |
| 3Y | +192.7% | +21.1% | +171.6% | +151.8% |
| 5Y | +601.6% | +11.0% | +590.6% | +523.3% |
| 10Y | +900.2% | +128.1% | +772.0% | +492.4% |
| All | +16,708.7% | +6,544.5% | +10,164.3% | +3,029.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling