+778.9%
VLO vs CNP
+145.0%
+633.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +6.8% | +2.5% | +4.3% | +5.4% |
| 30D | -17.9% | +4.0% | -21.9% | -19.6% |
| 3M | +13.5% | +1.6% | +11.9% | +12.3% |
| 6M | +53.0% | -1.7% | +54.7% | +53.2% |
| YTD | +133.7% | +8.6% | +125.1% | +121.3% |
| 1Y | +115.7% | +5.8% | +109.9% | +106.8% |
| 3Y | +231.9% | +63.0% | +168.9% | +144.5% |
| 5Y | +471.6% | +74.7% | +396.9% | +295.4% |
| All | +778.9% | +145.0% | +633.9% | +372.1% |
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