+460.4%
VLO vs CPNG
-76.9%
+537.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +4.0% | -5.4% | +9.4% | +4.4% |
| 30D | +19.0% | -11.1% | +30.1% | +20.0% |
| 3M | +50.0% | -3.0% | +53.0% | +49.8% |
| 6M | +79.1% | -23.5% | +102.6% | +81.9% |
| YTD | +140.3% | -37.8% | +178.1% | +147.9% |
| 1Y | +148.3% | -54.3% | +202.7% | +163.4% |
| 3Y | +194.6% | -20.8% | +215.4% | +194.4% |
| 5Y | +609.6% | -51.1% | +660.6% | +590.1% |
| All | +460.4% | -76.9% | +537.3% | +423.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling