+869.5%
VLO vs CP
+222.0%
+647.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +5.2% | -2.7% | +7.9% | +6.7% |
| 30D | +22.6% | +0.2% | +22.4% | +22.3% |
| 3M | +43.8% | +2.6% | +41.2% | +41.2% |
| 6M | +65.7% | +6.0% | +59.8% | +58.0% |
| YTD | +131.1% | +24.9% | +106.2% | +99.1% |
| 1Y | +143.6% | +20.1% | +123.5% | +113.8% |
| 3Y | +201.4% | +16.4% | +185.0% | +162.0% |
| 5Y | +568.9% | +31.7% | +537.2% | +416.7% |
| All | +869.5% | +222.0% | +647.5% | +361.3% |
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