+938.9%
VLO vs COR
+399.7%
+539.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +6.2% | -3.9% | +10.1% | +7.7% |
| 30D | +23.5% | -0.3% | +23.8% | +23.4% |
| 3M | +53.9% | +15.9% | +38.0% | +45.2% |
| 6M | +81.7% | -10.3% | +91.9% | +86.8% |
| YTD | +142.5% | -3.7% | +146.2% | +141.2% |
| 1Y | +145.4% | +9.1% | +136.4% | +131.4% |
| 3Y | +197.3% | +86.6% | +110.8% | +116.7% |
| 5Y | +614.6% | +180.9% | +433.7% | +328.1% |
| 10Y | +938.9% | +407.4% | +531.4% | +432.6% |
| All | +938.9% | +399.7% | +539.2% | +432.6% |
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