+35,889.1%
VLO vs CP
+7,669.4%
+28,219.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | -2.7% | +7.9% | +6.4% |
| 30D | +22.6% | +0.2% | +22.4% | +22.4% |
| 3M | +43.8% | +2.6% | +41.2% | +41.8% |
| 6M | +65.7% | +6.0% | +59.8% | +59.6% |
| YTD | +131.1% | +24.9% | +106.2% | +105.9% |
| 1Y | +143.6% | +20.1% | +123.5% | +120.1% |
| 3Y | +201.4% | +16.4% | +185.0% | +171.7% |
| 5Y | +568.9% | +31.7% | +537.2% | +461.5% |
| 10Y | +891.8% | +223.9% | +668.0% | +464.0% |
| All | +35,889.1% | +7,669.4% | +28,219.7% | +8,341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling