+601.6%
VLO vs CNP
+76.4%
+525.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.1% | +3.0% |
| 7D | +5.8% | +1.6% | +4.1% | +5.4% |
| 30D | +28.3% | -0.8% | +29.1% | +28.5% |
| 3M | +48.7% | -3.6% | +52.3% | +49.7% |
| 6M | +71.9% | -6.9% | +78.9% | +74.4% |
| YTD | +138.7% | +6.4% | +132.2% | +133.5% |
| 1Y | +148.5% | +9.9% | +138.5% | +140.5% |
| 3Y | +192.7% | +53.1% | +139.6% | +150.4% |
| 5Y | +601.6% | +72.0% | +529.7% | +474.7% |
| All | +601.6% | +76.4% | +525.2% | +474.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling