+199.0%
VLO vs CNP
+60.3%
+138.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | -13.3% | -4.2% | -9.1% | -13.1% |
| 30D | -18.3% | +5.5% | -23.8% | -18.5% |
| 3M | +14.3% | +0.6% | +13.8% | +14.3% |
| 6M | +47.6% | -2.8% | +50.5% | +47.7% |
| YTD | +116.0% | +7.9% | +108.1% | +114.5% |
| 1Y | +101.0% | +6.7% | +94.4% | +99.7% |
| 3Y | +199.0% | +61.1% | +137.9% | +169.9% |
| All | +199.0% | +60.3% | +138.8% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling