+420.0%
VLO vs CP
+24.4%
+395.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | -13.3% | +2.8% | -16.1% | -14.2% |
| 30D | -18.3% | +10.2% | -28.5% | -21.0% |
| 3M | +14.3% | +2.4% | +12.0% | +13.1% |
| 6M | +47.6% | +7.7% | +40.0% | +43.1% |
| YTD | +116.0% | +26.0% | +90.0% | +94.9% |
| 1Y | +101.0% | +34.6% | +66.4% | +76.2% |
| 3Y | +199.0% | +26.7% | +172.3% | +162.7% |
| All | +420.0% | +24.4% | +395.6% | +354.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling