+227.7%
VLO vs CP
+37.0%
+190.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | +6.8% | +0.9% | +5.9% | +6.6% |
| 30D | -17.9% | +10.3% | -28.2% | -19.5% |
| 3M | +13.5% | +2.3% | +11.3% | +13.0% |
| 6M | +53.0% | +10.7% | +42.3% | +49.2% |
| YTD | +133.7% | +29.3% | +104.4% | +115.5% |
| 1Y | +115.7% | +31.5% | +84.2% | +97.5% |
| All | +227.7% | +37.0% | +190.6% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling