+609.6%
VLO vs CPAY
+53.2%
+556.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +4.0% | -2.7% | +6.6% | +5.0% |
| 30D | +19.0% | +0.6% | +18.4% | +18.6% |
| 3M | +50.0% | +17.0% | +32.9% | +40.6% |
| 6M | +79.1% | +24.1% | +55.0% | +62.4% |
| YTD | +140.3% | +35.7% | +104.5% | +106.9% |
| 1Y | +148.3% | +34.0% | +114.3% | +113.6% |
| 3Y | +194.6% | +50.3% | +144.4% | +136.3% |
| 5Y | +609.6% | +56.7% | +552.9% | +454.3% |
| All | +609.6% | +53.2% | +556.4% | +454.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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