+790.3%
VLO vs CPB
-38.9%
+829.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.3% |
| 7D | +9.6% | -1.6% | +11.2% | +9.7% |
| 30D | -17.4% | +19.2% | -36.6% | -17.7% |
| 3M | +10.8% | -0.9% | +11.7% | +10.8% |
| 6M | +56.9% | +15.2% | +41.7% | +56.4% |
| YTD | +136.8% | -13.1% | +149.9% | +137.6% |
| 1Y | +120.7% | -22.4% | +143.1% | +122.6% |
| 3Y | +231.9% | -35.3% | +267.2% | +236.8% |
| 5Y | +479.0% | -33.0% | +512.0% | +487.8% |
| All | +790.3% | -38.9% | +829.2% | +798.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling