+33,533.0%
VLO vs CNP
+1,874.4%
+31,658.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -13.3% | -4.2% | -9.1% | -12.2% |
| 30D | -18.3% | +5.5% | -23.8% | -19.6% |
| 3M | +14.3% | +0.6% | +13.8% | +14.0% |
| 6M | +47.6% | -2.8% | +50.5% | +48.3% |
| YTD | +116.0% | +7.9% | +108.1% | +110.0% |
| 1Y | +101.0% | +6.7% | +94.4% | +96.0% |
| 3Y | +199.0% | +61.1% | +137.9% | +154.3% |
| 5Y | +419.0% | +73.0% | +346.1% | +329.6% |
| 10Y | +778.2% | +141.9% | +636.3% | +550.3% |
| All | +33,533.0% | +1,874.4% | +31,658.6% | +14,703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling