+924.9%
VLO vs COPX
+583.8%
+341.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.3% | -2.3% | +7.7% | +6.3% |
| 30D | +18.2% | +0.3% | +18.0% | +17.5% |
| 3M | +53.3% | +6.8% | +46.5% | +46.4% |
| 6M | +70.4% | +7.9% | +62.5% | +55.9% |
| YTD | +143.4% | +23.7% | +119.6% | +102.9% |
| 1Y | +153.0% | +71.5% | +81.5% | +74.7% |
| 3Y | +195.0% | +149.1% | +45.9% | +56.2% |
| 5Y | +618.8% | +167.3% | +451.4% | +246.0% |
| All | +924.9% | +583.8% | +341.1% | +166.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling