+143.6%
VLO vs COR
+12.8%
+130.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +5.2% | +2.8% | +2.4% | +5.0% |
| 30D | +22.6% | +4.5% | +18.1% | +22.1% |
| 3M | +43.8% | +22.7% | +21.1% | +40.9% |
| 6M | +65.7% | -9.7% | +75.5% | +61.7% |
| YTD | +131.1% | -1.4% | +132.5% | +125.9% |
| 1Y | +143.6% | +13.9% | +129.7% | +135.9% |
| All | +143.6% | +12.8% | +130.8% | +135.9% |
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