+790.3%
VLO vs COR
+486.2%
+304.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.2% |
| 7D | +9.6% | +7.8% | +1.8% | +6.7% |
| 30D | -17.4% | +7.0% | -24.4% | -19.5% |
| 3M | +10.8% | +16.3% | -5.5% | +4.5% |
| 6M | +56.9% | +41.3% | +15.7% | +36.9% |
| YTD | +136.8% | +7.1% | +129.6% | +125.9% |
| 1Y | +120.7% | -0.8% | +121.5% | +116.9% |
| 3Y | +231.9% | +85.0% | +146.9% | +142.3% |
| 5Y | +479.0% | +203.9% | +275.2% | +230.4% |
| All | +790.3% | +486.2% | +304.1% | +300.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling