+420.0%
VLO vs COR
+178.3%
+241.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | -13.3% | +0.8% | -14.1% | -13.5% |
| 30D | -18.3% | +5.1% | -23.5% | -19.1% |
| 3M | +14.3% | +2.8% | +11.5% | +13.5% |
| 6M | +47.6% | +32.5% | +15.1% | +39.3% |
| YTD | +116.0% | -0.7% | +116.6% | +113.4% |
| 1Y | +101.0% | -6.7% | +107.7% | +101.4% |
| 3Y | +199.0% | +73.7% | +125.3% | +137.4% |
| All | +420.0% | +178.3% | +241.7% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling