+120.6%
VLO vs CPB
-18.4%
+139.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.9% | -11.7% | -4.9% |
| 7D | -6.0% | +13.0% | -18.9% | -4.4% |
| 30D | -12.9% | +20.5% | -33.4% | -10.8% |
| 3M | +18.3% | +2.2% | +16.1% | +19.5% |
| 6M | +46.4% | +15.4% | +31.1% | +50.5% |
| YTD | +127.7% | -12.3% | +140.1% | +124.1% |
| 1Y | +120.6% | -18.0% | +138.6% | +119.1% |
| All | +120.6% | -18.4% | +139.1% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling