+743.6%
VLO vs CNP
+142.6%
+601.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -6.5% | -4.3% | -2.2% | -4.3% |
| 30D | -17.8% | +5.7% | -23.5% | -20.1% |
| 3M | +19.6% | +0.9% | +18.7% | +18.7% |
| 6M | +49.3% | -1.1% | +50.3% | +49.0% |
| YTD | +122.4% | +8.3% | +114.1% | +111.0% |
| 1Y | +107.4% | +5.9% | +101.5% | +98.9% |
| 3Y | +223.1% | +64.6% | +158.4% | +136.6% |
| 5Y | +432.2% | +74.6% | +357.6% | +268.3% |
| 10Y | +743.6% | +139.8% | +603.8% | +352.6% |
| All | +743.6% | +142.6% | +601.1% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling