+120.6%
VLO vs COR
+5.5%
+115.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.7% | -6.0% |
| 7D | -6.0% | +9.1% | -15.1% | -6.7% |
| 30D | -12.9% | +12.4% | -25.3% | -13.7% |
| 3M | +18.3% | +15.8% | +2.5% | +16.6% |
| 6M | +46.4% | +17.1% | +29.4% | +43.9% |
| YTD | +127.7% | +5.4% | +122.3% | +120.2% |
| 1Y | +120.6% | +3.5% | +117.1% | +114.4% |
| All | +120.6% | +5.5% | +115.2% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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