+26,352.5%
VLO vs COR
+17,545.2%
+8,807.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +5.2% | +2.8% | +2.4% | +4.5% |
| 30D | +22.6% | +4.5% | +18.1% | +21.0% |
| 3M | +43.8% | +22.7% | +21.1% | +35.9% |
| 6M | +65.7% | -9.7% | +75.5% | +68.8% |
| YTD | +131.1% | -1.4% | +132.5% | +129.1% |
| 1Y | +143.6% | +13.9% | +129.7% | +131.9% |
| 3Y | +201.4% | +94.0% | +107.4% | +144.9% |
| 5Y | +568.9% | +184.0% | +384.9% | +388.2% |
| 10Y | +891.8% | +406.8% | +485.0% | +512.5% |
| All | +26,352.5% | +17,545.2% | +8,807.3% | +11,325.7% |
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