+601.6%
VLO vs COR
+180.8%
+420.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +3.6% |
| 7D | +5.8% | -1.9% | +7.7% | +6.1% |
| 30D | +28.3% | +1.5% | +26.8% | +27.8% |
| 3M | +48.7% | +18.7% | +30.0% | +43.5% |
| 6M | +71.9% | -9.0% | +80.9% | +73.8% |
| YTD | +138.7% | -3.3% | +142.0% | +137.3% |
| 1Y | +148.5% | +9.8% | +138.6% | +138.8% |
| 3Y | +192.7% | +87.4% | +105.3% | +123.1% |
| 5Y | +601.6% | +180.5% | +421.1% | +326.9% |
| All | +601.6% | +180.8% | +420.8% | +326.9% |
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 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