+143.6%
VLO vs COPX
+84.7%
+58.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | +5.2% | -4.0% | +9.2% | +5.0% |
| 30D | +22.6% | +4.5% | +18.1% | +22.9% |
| 3M | +43.8% | +0.8% | +42.9% | +44.2% |
| 6M | +65.7% | +3.2% | +62.6% | +70.7% |
| YTD | +131.1% | +26.7% | +104.4% | +127.0% |
| 1Y | +143.6% | +85.7% | +57.9% | +164.2% |
| All | +143.6% | +84.7% | +58.9% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling