+900.2%
VLO vs CNP
+135.4%
+764.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +2.7% |
| 7D | +5.8% | +1.6% | +4.1% | +4.9% |
| 30D | +28.3% | -0.8% | +29.1% | +28.7% |
| 3M | +48.7% | -3.6% | +52.3% | +50.9% |
| 6M | +71.9% | -6.9% | +78.9% | +77.0% |
| YTD | +138.7% | +6.4% | +132.2% | +128.9% |
| 1Y | +148.5% | +9.9% | +138.5% | +133.5% |
| 3Y | +192.7% | +53.1% | +139.6% | +123.7% |
| 5Y | +601.6% | +72.0% | +529.7% | +391.1% |
| 10Y | +900.2% | +131.5% | +768.7% | +453.7% |
| All | +900.2% | +135.4% | +764.8% | +453.7% |
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