+3,248.1%
VLO vs CPAY
+1,528.2%
+1,719.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +4.4% |
| 7D | +5.8% | +0.6% | +5.2% | +5.4% |
| 30D | +28.3% | +3.6% | +24.7% | +26.0% |
| 3M | +48.7% | +16.6% | +32.1% | +36.5% |
| 6M | +71.9% | +29.5% | +42.4% | +47.0% |
| YTD | +138.7% | +35.3% | +103.4% | +96.4% |
| 1Y | +148.5% | +30.6% | +117.8% | +106.5% |
| 3Y | +192.7% | +49.7% | +142.9% | +119.4% |
| 5Y | +601.6% | +54.4% | +547.2% | +400.5% |
| 10Y | +900.2% | +142.8% | +757.4% | +478.6% |
| All | +3,248.1% | +1,528.2% | +1,719.9% | +659.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling