+24,620.7%
VLO vs COR
+17,684.4%
+6,936.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -13.3% | +0.8% | -14.1% | -13.6% |
| 30D | -18.3% | +5.1% | -23.5% | -19.4% |
| 3M | +14.3% | +2.8% | +11.5% | +13.2% |
| 6M | +47.6% | +32.5% | +15.1% | +36.4% |
| YTD | +116.0% | -0.7% | +116.6% | +113.3% |
| 1Y | +101.0% | -6.7% | +107.7% | +101.7% |
| 3Y | +199.0% | +73.7% | +125.3% | +150.1% |
| 5Y | +419.0% | +177.9% | +241.2% | +280.6% |
| 10Y | +778.2% | +533.8% | +244.4% | +416.1% |
| All | +24,620.7% | +17,684.4% | +6,936.4% | +10,535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling