+768.4%
VLO vs CP
+253.8%
+514.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -13.3% | +2.8% | -16.1% | -14.8% |
| 30D | -18.3% | +10.2% | -28.5% | -22.8% |
| 3M | +14.3% | +2.4% | +12.0% | +12.1% |
| 6M | +47.6% | +7.7% | +40.0% | +40.1% |
| YTD | +116.0% | +26.0% | +90.0% | +84.2% |
| 1Y | +101.0% | +34.6% | +66.4% | +64.4% |
| 3Y | +199.0% | +26.7% | +172.3% | +145.4% |
| 5Y | +419.0% | +24.9% | +394.1% | +315.6% |
| All | +768.4% | +253.8% | +514.6% | +318.2% |
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