+754.3%
VLO vs CP
+251.7%
+502.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.4% | -0.7% | +0.2% | -0.1% |
| 30D | -16.6% | +9.6% | -26.2% | -20.9% |
| 3M | +12.3% | +2.2% | +10.0% | +10.3% |
| 6M | +47.8% | +11.1% | +36.7% | +37.9% |
| YTD | +126.7% | +28.2% | +98.6% | +91.6% |
| 1Y | +105.4% | +32.2% | +73.2% | +70.1% |
| 3Y | +222.0% | +35.5% | +186.5% | +153.7% |
| 5Y | +449.8% | +26.8% | +423.1% | +337.1% |
| 10Y | +754.3% | +256.9% | +497.4% | +298.8% |
| All | +754.3% | +251.7% | +502.6% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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