+120.6%
VLO vs CPNG
-45.7%
+166.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.0% | -17.7% | -4.8% |
| 7D | -6.0% | +20.8% | -26.8% | -4.6% |
| 30D | -12.9% | +20.1% | -32.9% | -11.6% |
| 3M | +18.3% | +1.6% | +16.7% | +19.5% |
| 6M | +46.4% | -15.8% | +62.3% | +48.9% |
| YTD | +127.7% | -27.7% | +155.5% | +124.8% |
| 1Y | +120.6% | -46.9% | +167.6% | +112.5% |
| All | +120.6% | -45.7% | +166.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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