+33,533.0%
VLO vs CPB
+360.6%
+33,172.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -13.3% | +8.0% | -21.3% | -14.6% |
| 30D | -18.3% | +22.4% | -40.7% | -21.3% |
| 3M | +14.3% | +2.5% | +11.8% | +13.3% |
| 6M | +47.6% | +12.2% | +35.4% | +43.5% |
| YTD | +116.0% | -12.8% | +128.8% | +118.5% |
| 1Y | +101.0% | -19.2% | +120.2% | +106.1% |
| 3Y | +199.0% | -35.6% | +234.6% | +216.2% |
| 5Y | +419.0% | -31.4% | +450.5% | +436.2% |
| 10Y | +778.2% | -37.9% | +816.1% | +788.8% |
| All | +33,533.0% | +360.6% | +33,172.4% | +21,794.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling