+33,533.0%
VLO vs CP
+7,734.8%
+25,798.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | -13.3% | +2.8% | -16.1% | -14.5% |
| 30D | -18.3% | +10.2% | -28.5% | -22.0% |
| 3M | +14.3% | +2.4% | +12.0% | +12.6% |
| 6M | +47.6% | +7.7% | +40.0% | +41.6% |
| YTD | +116.0% | +26.0% | +90.0% | +90.9% |
| 1Y | +101.0% | +34.6% | +66.4% | +72.2% |
| 3Y | +199.0% | +26.7% | +172.3% | +158.7% |
| 5Y | +419.0% | +24.9% | +394.1% | +345.0% |
| 10Y | +778.2% | +258.6% | +519.6% | +376.9% |
| All | +33,533.0% | +7,734.8% | +25,798.2% | +7,724.9% |
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