+199.0%
VLO vs CPB
-36.0%
+235.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -13.3% | +8.0% | -21.3% | -13.2% |
| 30D | -18.3% | +22.4% | -40.7% | -18.2% |
| 3M | +14.3% | +2.5% | +11.8% | +14.7% |
| 6M | +47.6% | +12.2% | +35.4% | +47.7% |
| YTD | +116.0% | -12.8% | +128.8% | +117.8% |
| 1Y | +101.0% | -19.2% | +120.2% | +104.2% |
| 3Y | +199.0% | -35.6% | +234.6% | +219.7% |
| All | +199.0% | -36.0% | +235.0% | +219.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling