+420.0%
VLO vs CPB
-31.3%
+451.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -13.3% | +8.0% | -21.3% | -13.4% |
| 30D | -18.3% | +22.4% | -40.7% | -18.6% |
| 3M | +14.3% | +2.5% | +11.8% | +14.5% |
| 6M | +47.6% | +12.2% | +35.4% | +47.2% |
| YTD | +116.0% | -12.8% | +128.8% | +117.7% |
| 1Y | +101.0% | -19.2% | +120.2% | +103.9% |
| 3Y | +199.0% | -35.6% | +234.6% | +208.4% |
| All | +420.0% | -31.3% | +451.3% | +425.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling