+743.6%
VLO vs CP
+261.0%
+482.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.9% |
| 7D | -6.5% | +2.8% | -9.3% | -8.0% |
| 30D | -17.8% | +11.3% | -29.1% | -22.7% |
| 3M | +19.6% | +2.9% | +16.7% | +17.0% |
| 6M | +49.3% | +9.8% | +39.5% | +40.2% |
| YTD | +122.4% | +28.5% | +93.9% | +87.7% |
| 1Y | +107.4% | +33.5% | +73.9% | +70.9% |
| 3Y | +223.1% | +31.9% | +191.1% | +158.8% |
| 5Y | +432.2% | +25.5% | +406.7% | +326.3% |
| 10Y | +743.6% | +257.6% | +486.1% | +294.5% |
| All | +743.6% | +261.0% | +482.7% | +294.5% |
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