+3,528.2%
VLO vs COPX
+198.0%
+3,330.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +1.4% |
| 7D | +5.8% | +5.8% | 0.0% | +3.1% |
| 30D | +28.3% | +7.2% | +21.1% | +23.9% |
| 3M | +48.7% | +16.5% | +32.2% | +36.2% |
| 6M | +71.9% | +18.4% | +53.5% | +50.4% |
| YTD | +138.7% | +31.9% | +106.7% | +94.3% |
| 1Y | +148.5% | +88.5% | +60.0% | +66.7% |
| 3Y | +192.7% | +173.1% | +19.6% | +54.2% |
| 5Y | +601.6% | +193.1% | +408.5% | +241.9% |
| 10Y | +900.2% | +591.7% | +308.5% | +192.6% |
| All | +3,528.2% | +198.0% | +3,330.2% | +1,622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling